About

Dhruv Nigam is a highly skilled Machine Learning Engineer with a passion for mathematics, coding, and business. With over 5 years of relevant experience, he has established himself as a leader in the field of Data Science and Engineering. Currently, he serves as the Director of Data Science at Protium, where he was a founding member of the team. He set up the core data engineering infrastructure and development and deployment frameworks for ML models, all on AWS. He has scaled these systems from 0 to serve over 5L customers and 1500Cr of loan disbursals. Moreover, he developed the first versions of income and risk estimation models, which were used across the organization. Before joining Protium, Dhruv worked for CLSA as a Quant Analyst - Execution Consulting, where he helped set up a 3-member Execution consulting team from scratch. He was responsible for building the data and quant infrastructure to enable the team to conduct pre/post-trade analytics and ad-hoc research on market microstructure for their clients, who were the biggest asset managers in APAC. He optimized quantitative executions strategies to reduce transaction costs for some of the biggest asset managers in the world in Asia-PAC markets. Additionally, he advised clients on optimal participation rates, market microstructure, and published actionable research on the market phenomenon that helps clients execute their trades better. He built pre-Trade and post-trade impact cost models using multivariate regression techniques and liquidity estimation models for Major Index rebalances (MSCI, FTSE). Dhruv completed his Bachelor's degree in Electrical Engineering and his Master's degree in Communication and Signal Processing from the Indian Institute of Technology, Bombay. He also attended Maheshwari Public School, Jaipur. Dhruv has a wide range of technical skills, including ML, Data Scientist, AWS, SQL, infra, Research Scientist, Data Engineering, NLP, Python, CI/CD, XGBoost, Random Forest, Hyperparameter, Amazon Athena, Pandas, Microservices, Flask, and Software Engineer. He is an active member of the tech community and maintains a GitHub profile (https://github.com/dhruvnigam93).