About

Munindar Meena is a highly skilled Quantitative Finance professional with over 3 years of experience in the industry, with a focus on quantitative finance for the last 2 years. He is currently pursuing his Master of Science in Quantitative and Computational Finance from Georgia Institute of Technology's Scheller College of Business, expecting to graduate in December 2021. Munindar has worked in both Sell-Side and Buy-Side Front Office technology and strategies, including Electronic Trading Execution Services and KDB+ at HSBC and Trading Strategies and Python at Curl.Capital. His expertise includes optimal execution, market microstructure, and in-depth transaction cost analysis. He has experience in designing, backtesting, and deploying multi-region trading strategies for US Equities and India Futures, analyzing alternative datasets in finance, and identifying statistical patterns and creating signals. Munindar has also prepared quant research reports and strategy performance reports. In addition, Munindar has worked on building backtest and trading engines/platforms for both development and production use, including CLI backtesting platforms using Docker. He is skilled in Python, C++, Jupyter, ta-lib, zipline, pyfolio, MongoDB, Docker, bash scripting, Git, and Linux. Munindar has a Minor in Management and a B.Tech in Electrical Engineering from Indian Institute of Technology, Mandi, and has completed Intermediate from Vibrant Academy, Kota, and Matriculation from Happy Public School, Alwar. Munindar is open to internship and full-time positions and can be contacted through his LinkedIn profile or by email. He is a highly motivated individual with a passion for quantitative finance and a strong desire to continue learning and growing in the field.