Ronak D. Shah - Portfolio

Summary

Results-driven Software Engineer with expertise in backend development, machine learning, and financial risk analysis. Adept at building scalable systems, designing APIs, and implementing end-to-end solutions. Proven track record of optimizing processes, reducing fraud risks, and delivering measurable business outcomes. Seeking to leverage a strong foundation in quantitative finance and Software Engineering to drive innovation in fintech.

Experience

MerQube Inc - Backend Engineer (Jun 2023 -- Present)

Enhanced Portfolio Management: Built an API endpoint enabling clients to submit target portfolios for automated index rebalancing, launching 100+ indices and generating $600k annually
Tax Rate Automation: Designed a custom API for uploading tax rates that helped generate $60k annually
Error Detection System: Developed an error detection framework and scaled it to support 6.8k indices, saving $50k
File Monitor System: Created a file monitoring system to scan SFTP servers and execute user-defined functions, generating $100k annually and integrated with Grafana for monitoring
Index Config Update Tool: Delivered a bulk update API to reduce index configuration update time by 80%
Index Reporting: Designed standard index reporting framework and scaled it to 6.8k indices
Self Service Indices: Designed an API to launch indices, reducing the launch time from 1 day to 5 minutes

Affirm Inc - ML Engineer (Oct 2021 -- Feb 2023)

Risk Exposure API: Built a CatBoost model to estimate daily merchant risk exposure, improved loss by 20%
Onboarding Risk Rating: Developed a GBM model for merchant onboarding, reducing fraud losses by 10%
Linking Analysis: Implemented Graph Algorithm to flag suspicious merchants resulting in 4% reduction in losses

FedEx Ground - Data Engineer (Jul 2020 -- Sep 2021)

Automated Reports: Developed automated dashboards for the CFO’s office, reducing manual reporting time by 50%
Data Ingestion: Created streamlined data processing pipeline to deliver weekly performance reports to stakeholders

Projects

Portfolio Optimization

Developed an end-to-end Flask web app to experiment with the Portfolio Optimization Package
Managed the CI/CD pipeline using GitHub Actions for deploying backend and frontend
Designed and administered a database to store NYSE ticker data using Clickhouse
Published research paper A unified framework for fast large-scale portfolio optimization Link.

Awards & Achievements

Award of Honor for Outstanding Academic Excellence in AMS, Stony Brook University.
Graduate Certificate in Quantitative Finance from AMS, Stony Brook University.
Published research paper A unified framework for fast large-scale portfolio optimization Link.

Education

MS Applied Math and Stats , Stony Brook University (GPA: 3.95/4) - Aug 2019 - May 2021

Bachelor of Technology , SVNIT Surat (GPA: 8.51/10) - Jul 2012 - May 2016

Skills

Languages: Python, Julia, JavaScript, R, SQL, Go, Bash
Tools and Libraries: DBT, AWS, Spark, Git, Ansible, Clickhouse, Flask, Pydantic, Docker, OpenLens, Kubectl
Machine Learning: Tree Models, Convex Optimization, Linear Models, Stochastic Calculus