About

Tushar Gupta is a highly skilled Quantitative Strategist with over 10 years of experience in the finance industry. He is currently working at Bank of America Merrill Lynch as an Associate in the Equity Derivatives and Exotics Desk. Tushar holds a Master's degree in Computational Finance from Carnegie Mellon University and a Bachelor's degree in Mathematics and Computing from the prestigious Indian Institute of Technology (IIT) Kharagpur. Prior to joining Bank of America Merrill Lynch, Tushar worked for 2 years in Risk Management at Credit Suisse and 1 year in Quantitative Equity Research at Citibank. At Bank of America Merrill Lynch, Tushar has gained extensive experience in Volatility Modelling and Problem-solving. He has implemented a stochastic volatility-based option pricing model to model distortions in the implied volatility surface before an earnings announcement of a stock. He has also tested various methods for calculating delta and vega (implied by the model) and created a strategy for hedging across earnings jump with an accuracy above 71% with respect to Black-Scholes model. Tushar has a strong background in various factor-based models coded in R (and S-Plus) and SQL used for long-term investing. He has gained a working knowledge of equity risk premia-based investing strategies and recommends clients custom long-short portfolios using smart beta-based investing methodologies. He has also backtested all Citibank factor composites for Japan for Citi Factor Reference Book. Tushar is a Research Scientist with expertise in SQL. He has a Master's degree in Financial Engineering from World Quant University. He has a strong educational background, having attended some of the most prestigious schools in India, including IIT Kharagpur, SGGS Collegiate Public School, and St. John's High School. Overall, Tushar Gupta is a highly skilled Quantitative Strategist with a proven track record of success in the finance industry. He is a dedicated and hardworking professional with a passion for problem-solving and a commitment to delivering results.