Manish Singh is a quantitative trader at Cubist Systematic Strategies, New York. He currently trades mid frequency equity strategies across global markets using advanced statistical and mathematical models. Manish in his current role develops computerized trading strategies by analyzing large and complex data sets using mathematical techniques and data oriented programming languages. Manish previously worked at Blackrock solutions and UBS Investment Bank where he was instrumental in implementing large scale risk systems for pricing and valuing complex synthetic derivatives. His areas of interest are building systematic trading strategies, Alpha design, portfolio management, risk modeling and execution algorithms. Manish received his BTech degree from IIT Kanpur, MS degree in Computer Science from Purdue University and MS degree in Financial Mathematics from the University of Chicago.

• MS Computer Science, Purdue University
  MS Financial Mathematics, University of Chicago