Experienced Quantitative developer/researcher with experience in market-making, HFT, stat-arb and index-arb. Programming : C++, Python (numpy, scipy, matplotlib, notebook, pytest), R Skills: Machine learning, regression/classification, building market simulators, optimizing for latency. Time Series Analysis and Statistical Arbitrage: co-integration, pairs trading, momentum , reversion Building Multi factor models, Fundamental factor models, PCA , portfolio optimization,

Quantitative Developer @ Responsible for developing and deploying Statarb/Market making strategies using python/C++/kdb. From October 2012 to Present (3 years 3 months) Quantitative Developer (Index Arb/Market making) @ From October 2009 to September 2012 (3 years) Quantitative Developer (Market making/HFT) @ From January 2007 to September 2009 (2 years 9 months) C++ developer credit derivatives (summer intern) @ From 2006 to 2006 (less than a year) programmer Analyst @ Unix / C programmer for clients AT&T , dun and brad street From January 2002 to July 2005 (3 years 7 months)

Master of science, Applied Mathematics @ City University of New York From 2005 to 2007 Bharath Govindarajan is skilled in: High Frequency Trading, Portfolio Optimization, Python, R, Portfolio Management, Trading Systems, Automated Trading, Java, C++, Quantitative Research, Test Driven Development