Mr. Rahul Kumar Thakur
PhD Scholar | Quantitative Researcher | Economist
Bridging 12 years of quantitative industry expertise with cutting-edge academic research to drive innovation and solve complex global challenges.
Let's Collaborate
PhD Scholar | Quantitative Researcher | Economist
Bridging 12 years of quantitative industry expertise with cutting-edge academic research to drive innovation and solve complex global challenges.
Let's Collaborate
For over 12 years, I have operated at the intersection of quantitative research, financial markets, and economic theory. My passion is to translate deep academic inquiry into robust, data-driven models that solve real-world financial challenges. As a Senior Quantitative Researcher, my focus is on the entire lifecycle of systematic strategy development—from initial alpha signal research and factor modeling to rigorous backtesting and institutional-grade validation.
My professional work is built on a dual foundation: generating alpha and managing risk.
On the buy-side at CRISIL, I led research into developing novel alpha-generating signals and systematic investment strategies. My work focused on creating factor-based and macro-driven models for strategic and tactical asset allocation, directly influencing client portfolio performance across the globe.
At the top-tier global investment bank, UBS, I apply this quantitative rigor at an institutional scale. As an Associate Director, I develop and validate the complex models that underpin the bank's multi-billion dollar portfolios. This includes architecting Value at Risk (VaR) based models for the bank's securities-backed lending business serving High-Net-Worth Individual (HNI) clients, as well as developing regulatory-critical Pillar 1 credit risk models (PD/LGD) for the firm's Sovereign and corporate portfolios.
This unique blend of experience ensures that the strategies and models I build are not only innovative but also robust and ready for real-world, high-stakes deployment.
My professional work is continually informed by my academic research as a Ph.D. Scholar. My doctoral research centers on the complex dynamics of international finance and global macroeconomics. I investigate how monetary policy, interest rate volatility, and sovereign debt interact to influence global financial stability and cross-border capital flows. I am particularly interested in the evolving role of safe-haven assets and the effectiveness of capital flow management policies in today's economic landscape.
I am always seeking opportunities to collaborate with universities, research institutions, and policy-making bodies to bridge the gap between academic theory and financial practice.
Generating daily insights...
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Open DashboardWorking Paper (2025).
This project introduces a novel, open-source simulator for high-frequency trading research. It combines a high-performance C++ matching engine with a flexible Python agent framework to model complex market dynamics with high fidelity. The paper details its distributed architecture, sophisticated data generation models, and validation against the stylized facts of financial markets. The work culminates in a successful replication of the 2010 Flash Crash, demonstrating its utility as a powerful digital laboratory.
Rahul Kumar (2015). Transnational Corporations Review, Volume 6, Issue 2, 147-170.
The integration of India with the global financial system has expose Indian economy's external sectors to a harsh reality of capital flows. Among the capital flows, many are a global unaccounted risk and uncertainties. Systematic study to understand real and nominal impact of the flows in the economy has not been much looked upon. The paper uses a model of Australian Open Economy used by LBP (Lal, Berry and Pant) to understand the significance of sterilized capital flows with respect to its absorption in the economy, contributing to economic growth in India. The paper also examines the extent to which the policy measures are a cushion to hedge on the stress and crisis.
Exploring Education and Careers in Quantum Technologies
Organized by NQM- Mission Coordination Cell, IIT Kanpur
Organized by Markus Brunnermeier at Princeton University
This online summer school brings students to the frontier of modern continuous time modeling techniques at the intersection between macroeconomics, monetary economics, and (international) finance. The aim of this course is to develop and teach advanced tools and includes a step-by-step solution procedure that students can apply to a variety of economic problems.
Organized by Department of Physics, School of Advanced Sciences (SAS), VIT-AP University
Organized by Centre for Development Studies (CDS), Thiruvananthapuram
Presented Paper:
“Rare Earth Elements Scarcity under Trade Restrictions: An Econometric and Machine Learning Approach.”
Organized by Centre for Development Studies (CDS) & Reserve Bank of India (RBI)
Presented Paper:
“Bond Yields, Macroeconomic Variables, and Exchange Rates: A Dynamic Interaction for Price Stability.”
I am passionate about contributing to the field and welcome opportunities for joint research projects, guest lectures, workshops, advisory roles, and collaborations with academic institutions, research centers, universities, and government bodies worldwide. If you have an idea or project where my expertise can contribute, I'd love to hear from you.
Looking forward to connecting!