About

Lakshay Sapra is an accomplished Quantitative Researcher with a strong background in Financial Modelling, Quantitative Research, Alpha Generation, and Quantitative Trading. He is currently pursuing a Master of Science in Computational Finance (MSCF) at Carnegie Mellon University, where he is expected to graduate in 2023. Lakshay has over 4 years of experience working at a global systematic hedge fund, where he focused on Data Science and Engineering. In this role, he closely collaborated with quant desks across the globe, gaining exposure to international markets and a good grip of the business requirements to deliver efficient, systematic, and stable automated data solutions for alpha generation. Lakshay has also dealt with Financial and alternative datasets with major data vendors like Bloomberg, Refinitive (formerly known as Reuters), ICE, and others. Currently, Lakshay is working at Squarepoint Capital as a Software Engineer (Data Science and Engineering). His role involves designing and developing multiple data microservices for reference datasets from major financial vendors. He is also supervising a team of two to deliver new data products for the firm, conducting numerous interviews to hire bright candidates, and mentoring new hires. Additionally, he is setting up alpha generation datasets using time series with datasets ranging from financial and non-financial vendors (websites, vendor APIs, FTPs, etc.). Lakshay has a Bachelor's degree in Electrical and Electronics Engineering from the Indian Institute of Technology, Delhi. He also has experience working as a Summer Intern at Vmock, where he developed a web-based workflow application with multiple user flows for information tracking and presentation. He has worked on various Google APIs like Gmail, Calendar, Contacts, Tasks API to build applications that could be integrated with bigger applications/systems. Lakshay's technical skills include Data Science, Software Engineering, Research Science, Python, Data Engineering, ML, Microservices, and Web. With 5.78 years of relevant experience, Lakshay is a highly skilled and motivated individual with a passion for applying Statistics and Machine Learning to solve complex problems in Finance.