Sanket Dangle

About Sanket Dangle

Final-year Computer Engineering student at KJ Somaiya Institute of Technology, specializing in the application of machine learning and data science to financial markets. My focus is on quantitative research, algorithmic trading strategy development, and high-performance computing.I have hands-on experience architecting end-to-end quantitative systems, including:• Signal Generation: Developing ML models (Random Forest, LSTMs) to forecast time-series data and generate trading signals for statistical arbitrage strategies.• Strategy Validation: Building modular, event-driven backtesting engines in Python to rigorously evaluate strategy performance, incorporating real-world frictions like transaction costs and slippage.• Published Research: Authored an research paper on large-scale data analysis, demonstrating expertise in processing complex datasets and applying clustering algorithms.Core Competencies: Quantitative Analysis | Algorithmic Trading | Machine Learning | Time-Series Forecasting Backtesting Frameworks | Risk Analytics | Derivatives Pricing | Statistical Arbitrage Python | C++| SQL | KDB+| NumPy | Pandas | Scikit-learn | TensorFlow

Experience

1. Quant Intern

   Raise Financial Services

   Feb 2026 — Present

   Developing a modular quantitative backtesting framework to evaluate systematic equity strategies using historical market data. Responsible for designing the architecture of the research pipeline, including data ingestion, signal generation, portfolio construction, and execution modeling with realistic transaction costs. Building analytical tools and dashboards to assess strategy performance, risk metrics, and trading behavior, enabling structured experimentation and iterative strategy development in a scalable research environment.

Education

• K. J. Somaiya Institute of Technology

  Bachelor of Technology - BTech, Computer Engineering

  2022 — 2026