Samya Bhattacharyya

About Samya Bhattacharyya

I am a Systematic Equity Researcher and Quantitative Analyst specializing in designing rule-based equity strategies, production grade research pipelines, and disciplined portfolio construction frameworks. With experience across AMCs, Insurance Portfolio, and PMS firms,I focus on converting market, macro, factor, and sector-level insights into scalable and repeatable investment processes. My expertise spans factor investing, equity style rotation, portfolio optimization, risk modelling, cross-sectional research, and regime detection, supported by a strong statistical foundation and hands-on proficiency in Python (pandas, numpy, sklearn, statsmodels) and SQL.I work comfortably with noisy datasets, iterate models quickly, and apply robust risk controls to create stable long-only strategies. Throughout my work across investment and research organizations I have- Built systematic sector-rotation and multi-factor strategies using regime indicators, factor momentum, volatility filters, and cross-asset signals- Engineered integrated datasets and automated pipelines covering research → optimization → attribution- Productionized models into reliable portfolio engines for repeatable deployment- Delivered senior leadership level performance attribution and risk decomposition to guide allocations- Designed risk and performance analytics modules to strengthen research workflows- Authored a white paper on incorporating secular growth themes into portfolios.I hold a master’s and bachelor’s degree in Statistics and enjoy working at the intersection of data, markets, and technology, by building models that adapt to regimes, scale efficiently, and translate research insights into actionable investment decisions.If you’re interested in systematic investing, factor research, model design, or quantitative portfolio engineering, I’d be happy to connect.

Experience

1. Quantitative Analyst

   UTI Mutual Fund

   May 2025 — Present · Mumbai, IN

   As a Quantitative Analyst at UTI AMC, I contribute to the firm’s systematic research platform by engineering integrated market, macro, factor, and sector datasets that accelerate signal development and testing. My work includes designing a long-only sector-rotation model that uses regime-sensitive indicators, factor momentum, volatility filters, and cross-asset signals to inform allocation decisions. I also build and automate internal performance, risk, and analytics modules to improve research efficiency, ensure reproducibility, and support scalable portfolio development across the investment team.

Education

• The Maharaja Sayajirao University of Baroda

  Master of Science - MS, Statistics

  2019 — 2021

• The Maharaja Sayajirao University of Baroda

  Bachelor of Science - BS, Statistics

  2016 — 2019