MD AMIR KHAN
Financial Engineer & Quantitative Researcher
An aspiring quantitative finance enthusiast with a passion for leveraging data-driven approaches to optimize investment strategies, construct robust financial models, and mitigate risk in the ever-evolving global markets. With a strong foundation in quantitative analysis, I thrive on solving complex financial problems by combining expertise in statistical modeling, programming, and financial theory.
About Me
I am an aspiring quantitative finance enthusiast with a passion for leveraging data-driven approaches to optimize investment strategies, construct robust financial models, and mitigate risk in the ever-evolving global markets. With a strong foundation in quantitative analysis, I thrive on solving complex financial problems by combining my expertise in statistical modeling, programming, and financial theory.
I have developed a deep understanding of various asset classes, derivative instruments, and risk management techniques, enabling me to make informed investment decisions and identify lucrative opportunities in dynamic market conditions. Throughout my academic journey, I have honed my skills in mathematical modeling, probability theory, and econometrics, which have equipped me with a solid grasp of quantitative methodologies and their practical applications.
Additionally, I have gained hands-on experience in implementing trading algorithms, backtesting strategies, and optimizing portfolio allocations, employing cutting-edge technologies and software tools. I possess a keen eye for detail, allowing me to perform comprehensive financial analysis, assess market trends, and identify patterns that can drive superior investment performance.
My strong analytical mindset enables me to navigate vast amounts of data, extracting meaningful insights that inform strategic decision-making and enhance investment outcomes. I am a collaborative team player who thrives in fast-paced environments, where I can leverage my technical skills to work closely with traders, portfolio managers, and research teams.
I am constantly seeking opportunities to expand my knowledge and stay up-to-date with the latest advancements in quantitative finance, such as machine learning and artificial intelligence applications in investment management. My core areas of expertise include:
- AI-powered portfolio optimization and risk modeling
- Fixed income analytics and derivative pricing models
- High-frequency trading and algorithmic strategy development
- Machine learning applications in investment management
- Statistical modeling and econometric analysis
- Multi-asset portfolio construction and backtesting frameworks
3.90
Current GPA
5+
Years Experience
10+
Projects Completed
Education
Master's in Financial Engineering & Analytics
Stevens Institute of Technology
2024 - 2025GPA: 3.90/4.00
Focus: Quantitative Finance, Algorithmic Trading, Risk Analytics, Portfolio Optimization
Bachelor in Business Administration
North South University (NSU)
2018 - 2022Major: Finance | Minor: Mathematics
Key Courses: Calculus, Linear Algebra, Differential Equations, Corporate Finance, Investment Theory, Financial Derivatives, Applied Statistics
Latest News
Professional Certification
FRM Part I Exam Preparation
Currently preparing for the Financial Risk Manager (FRM) Part I examination, focusing on quantitative analysis, financial markets and products, and risk management foundations.
Research Paper
Towards a Robust PCA and Dynamic Factor Portfolios Updating
Working on a research paper with Professor Papa Momar NDIAYE. In this paper, we propose a dynamic tracking algorithm that modifies the classical Principal Component Analysis to reduce the instability of risk levels and principal factors. The goal is twofold: to ensure to the principal factors some immunity against perturbations on observations and to stabilize the factors when updating covariance matrix.
Those factors are of paramount importance in a portfolio allocation setting where they form a basis of orthogonal factor portfolios that generates the efficient frontier. By ensuring a smooth transition between those factors portfolio under some spectral conditions and detecting changes in risk clusters that warrant a reset of the entire tracking process, we provide tools to improve the timing of portfolio rebalancing and reduce transaction costs.
Experience
Quantitative Research Assistant
Stevens Institute of Technology
June 2024 - Present ยท Part-time- Conducted advanced quantitative research supporting thesis in financial engineering, focusing on option pricing, portfolio optimization, and algorithmic trading strategies
- Built and tested machine learning models (ridge regression, LightGBM, neural networks) for predicting short-term auction price movements and option pricing, achieving high prediction accuracy
- Developed Python-based backtesting frameworks for intraday momentum and multi-factor strategies, utilizing large-scale high-frequency data (Polygon API, Nasdaq auction data), leading to robust risk-adjusted returns (Sharpe Ratio >1.5)
- Researched volatility and risk metrics (VaR, downside deviation) to enhance strategy robustness, integrating risk parity and covariance shrinkage techniques to improve Sharpe ratios in multi-asset portfolios
- Created dynamic data pipelines and automated performance dashboards using Python and visualization libraries, enabling clear communication of complex findings to faculty and industry collaborators
- Explored agentic AI and financial LLM applications in trading frameworks as part of forward-looking research in financial AI agents
Quantitative Researcher
United Commercial Bank
January 2022 - December 2023- Designed target-date fund glide-paths for buy-side clients, managing full workflow including asset allocation modeling, parameter calibration, and back-testing
- Developed target-risk fund using risk parity framework with volatility, downside deviation, and VaR constraints
- Improved Sharpe ratio by 34% through EWMA and shrinkage-based covariance estimation
- Conducted performance attribution analysis on 1,400+ fixed income mutual funds across 14 quarters using Campisi model
- Developed macro-based multi-asset timing strategy driven by factor information coefficients
Quantitative Investment Intern
Standard Chartered Bank
January 2021 - December 2021- Researched factor selection for multi-factor stock selection models in Bangladesh A-share market
- Evaluated PE ratio and monthly sales growth for equity factor models
- Backtested industry-neutral portfolios in Python tracking performance metrics
- Maintained trading data pipelines and automated daily performance reporting
- Analyzed performance using annualized return, max drawdown, and Sharpe ratio
Projects
Bond Portfolio Optimization and Immunization
August 2025Advanced bond portfolio management system implementing duration matching, convexity adjustments, and immunization strategies for fixed income portfolios against interest rate risk.
Vasicek Bond Pricing Model - Monte Carlo, PDE & Analytical
July 2025Comprehensive implementation of the Vasicek interest rate model featuring three pricing approaches: analytical solutions, Monte Carlo simulations, and PDE finite difference methods for zero-coupon bonds.
Portfolio Optimization
July 2025Strategic asset allocation framework using modern portfolio theory, risk parity, and advanced optimization techniques with Riskfolio-Lib for multi-asset portfolio construction.
Vasicek Bond Pricing and Kalman Filtering
June 2025Multi-method fixed income modeling combining Vasicek interest rate dynamics with Kalman filtering for parameter estimation and state variable tracking in bond pricing applications.
Data Science Projects
June 2025Collection of data science applications in finance including statistical analysis, machine learning models, and data visualization for financial time series and market data.
Trading Strategy Based on MACD Signals
June 2025Technical analysis-driven trading strategy using MACD (Moving Average Convergence Divergence) indicators for signal generation, backtesting, and performance evaluation.
Cryptocurrency Forecasting Using ARIMA
June 2025Time series forecasting application for cryptocurrency price prediction using ARIMA models, stationarity testing, and model selection for optimal forecasting accuracy.
Stock Price Prediction and Trading Strategy Using LSTM
March 2025Deep learning approach to stock price prediction using LSTM neural networks, combined with algorithmic trading strategy development and performance backtesting.
Stock Brokerage System Low Level Design
February 2025High-performance stock brokerage system architecture implemented in C++ featuring order matching engine, portfolio management, and real-time market data processing.
Option Pricing Models
February 2025Comprehensive options pricing library implementing Black-Scholes, binomial trees, and Monte Carlo methods for European and American options valuation with Greeks calculation.
SPY Momentum Alpha Backtesting
February 2025High-frequency momentum trading strategy backtesting using 2 years of SPY tick data from Polygon API. Achieved 79% total return with comprehensive performance analytics.
Pairs Trading Strategy
February 2025Statistical arbitrage strategy using cointegration analysis and mean reversion. Employed Euclidean distance method for pair selection with z-score based entry/exit signals.
Options Pricing Using Machine Learning
September 2024Machine learning approach to options pricing using neural networks, random forests, and ensemble methods. Outperformed traditional Black-Scholes pricing in complex market conditions.
Market Analytics Web Application
August 2024Interactive web application for comprehensive market analysis featuring real-time data visualization, technical indicators, and automated trading signal generation.
Activities & Awards
Student Membership
CFA Society New York
Student member, actively engaged in professional events
Open Source Contribution
Riskfolio-Lib
Contributing to a leading Python library for portfolio optimization and risk management
Competition Participation
WorldQuant's 2023 International Quant Championship
Competed in crafting & testing advanced trading strategies
Certifications & Licenses
Complete Algorithmic Trading Course with Python, ChatGPT, ML
Udemy
July 2025Comprehensive algorithmic trading course covering Python programming, machine learning integration, and ChatGPT applications for automated trading strategies.
Akuna Capital Options 101
Akuna Capital
July 2025Professional options trading course from leading market maker covering payoff diagrams, volatility, Greeks, and market-making fundamentals.
Complete Data Science, Machine Learning, DL NLP Bootcamp
Udemy
July 2025Comprehensive bootcamp covering data science fundamentals, machine learning algorithms, deep learning, and natural language processing applications.
Taking Python to Production: Professional Onboarding Guide
Udemy
July 2025Advanced Python course focusing on production deployment, best practices, and professional development workflows for enterprise applications.
The Ultimate JSON With Python Course + JSONSchema & JSONPath
Udemy
July 2025Comprehensive JSON handling in Python including schema validation, path queries, and advanced data manipulation techniques.
Master Time Series Analysis and Forecasting with Python 2025
Udemy
June 2025Advanced time series analysis covering ARIMA, SARIMA, Prophet, LSTM, and modern forecasting techniques for financial and business applications.
Manage Finance Data with Python & Pandas: Unique Masterclass
Udemy
July 2025Specialized course on financial data management and analysis using Python and Pandas for quantitative finance applications.
Master Regression & Prediction with Pandas and Python [2025]
Udemy
July 2025Advanced regression analysis and prediction modeling using Python and Pandas for financial and statistical applications.
Mathematics-Basics to Advanced for Data Science And GenAI
Udemy
July 2025Comprehensive mathematics foundation covering linear algebra, calculus, probability, and statistics for data science and AI applications.
Python Object Oriented Programming (OOP): Beginner to Pro
Udemy
July 2025Advanced Python OOP concepts including inheritance, polymorphism, design patterns, and enterprise-level programming practices.
The Complete SQL Bootcamp (30 Hours): Go from Zero to Hero
Udemy
July 2025Comprehensive SQL training covering database design, complex queries, optimization, and real-world database management scenarios.
Fixed Income Analytics: Pricing and Risk Management
Udemy
July 2025Specialized fixed income course covering bond pricing, yield curve analysis, duration, convexity, and interest rate risk management.
Learn Python Requests
Udemy
July 2025Specialized Python course focusing on HTTP requests, API integration, and web scraping for financial data collection.
The Ultimate Pandas Bootcamp: Advanced Python Data Analysis
Udemy
July 2025Advanced Pandas mastery for complex data manipulation, analysis, and visualization in financial and business contexts.
FastAPI - The Complete Course 2025 (Beginner + Advanced)
Udemy
July 2025Modern Python web framework for building high-performance APIs, essential for financial data services and algorithmic trading platforms.
Mathematical Foundations of Machine Learning
Udemy
2025Deep mathematical foundations covering linear algebra, partial derivatives, calculus, and probability theory for advanced machine learning applications.
Python Data Analysis: NumPy & Pandas Masterclass
Udemy
2025Advanced data analysis techniques using NumPy and Pandas for quantitative finance and statistical computing applications.
GSX Verified Certificate for Probability - The Science of Uncertainty and Data
MIT / edX
December 2022Rigorous probability theory course covering uncertainty quantification, statistical inference, and data analysis fundamentals from MIT.
Python and Statistics for Financial Analysis
Coursera
February 2022Specialized course combining Python programming with statistical methods for financial data analysis and investment decision making.
Technical Skills
Programming Languages
Python Libraries & Frameworks
Development & Deployment
Quantitative Finance Skills
Resume
MD Amir Khan - Resume
Financial Engineer & Quantitative Researcher
Updated: December 2024
Format: PDF
Get In Touch
mkhan37@stevens.edu
Phone
+1 (201) 234-7017
Location
Hoboken, New Jersey, USA
linkedin.com/in/amirkhan2317
Portfolio
Get In Touch
I'd love to hear from you! Please feel free to reach out through any of the following methods:
Email: mkhan37@stevens.edu
Phone: +1 (201) 234-7017
Location: Hoboken, New Jersey, USA