Gairik Mitra
Systematic Macro & Cross-Asset Research
- Role
- Vice President, Systematic Trading Strategies, Fixed Income Currencies and Commodities at Goldman Sachs
- Location
- Bengaluru, KA, IN
- LinkedIn followers
- 500 followers
About Gairik Mitra
Systematic macro researcher focused on developing statistically robust alpha across commodities and cross-asset derivatives markets. Experience spans volatility carry, alternative risk premia, and medium-frequency systematic strategies deployed in institutional portfolios, covering the full research lifecycle from idea generation to live performance evaluation.I have ~10 years of experience at Goldman Sachs within Quantitative Investment Strategies (QIS), working on systematic trading and alpha research across commodities and macro markets. My work includes designing and evaluating strategies across futures and options markets, including volatility carry, commodity beta and rolling futures programs, and intraday systematic signals operating in production environments.This experience has provided deep exposure to portfolio construction, regime sensitivity, transaction costs, and robustness validation under real market constraints. Earlier roles in quantitative risk modelling and model validation built a strong foundation in empirical testing and statistical rigor that continues to inform my research approach.Technically, I work primarily in Python and C++, developing research and simulation frameworks for large-scale data analysis and systematic strategy evaluation.Primary interests: systematic macro alpha, volatility strategies, and cross-asset portfolio construction under regime uncertainty.Outside work, I enjoy world cinema, classical music, and football, and support grassroots football initiatives in India.
Experience
Vice President, Systematic Trading Strategies, Fixed Income Currencies and Commodities
May 2022 — Present · Bengaluru, IN
The GS Systematic Trading Strategy operates as a worldwide platform within the Global Banking and Markets (Public) Division. Its primary objective is to offer investment solutions that capture Liquid Risk Premia across various markets, drawing upon robust academic research like Trend Following or Systematic Volatility strategies.We collaborate closely with pension funds, asset managers, insurers, and wealth managers, tailoring customized solutions to fulfill their investment requirements while adhering to regulatory limitations.Our platform harnesses Goldman\'s trading risk management culture and proprietary trading IT technology to enhance our capabilities.
Education
South Point High School, Kolkata
10+2
Indian Statistical Institute, Kolkata
M Stat
Presidency University, Kolkata
Bachelor of Science, Statistics
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