Quantile
Kushagra Singhal is a Quantitative Developer at Quantile since May 2022, previously serving as a Trading Application Engineer at Optiver from November 2014 to December 2021, where responsibilities included system performance optimization during volatile market conditions. Kushagra's academic background includes a PhD in Computational Biochemistry from the University of Amsterdam, complemented by extensive research on protein folding and molecular dynamics simulations. Prior roles included positions as a Visiting Researcher at the University of Amsterdam and the University of Edinburgh, a Research Assistant, and a Teaching Assistant at Oklahoma State University, alongside a Master's degree in Mechanical Engineering and a Bachelor's degree in Mechanical Engineering from the Indian Institute of Technology, Kanpur.
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Quantile
Quantile reduces risk in financial markets, delivering advanced strategies that rebalances and reduces counterparty risk between market participants, increasing the efficiency and liquidity of markets, improving returns for clients and making the financial system safer.