Anand Kesavan

Quantitative engineer with 10 years across Goldman Sachs, JP Morgan, and MSCI — building models and platforms spanning quantitative finance and software engineering. Now building Agentic AI workflows — systems where LLMs produce production-grade software under implicit guardrails and human-in-the-loop verification.

Skills

Software Development

Python, Dart/Flutter, Java, Scala, C++, MATLAB, Slang, MySQL, Pandas, Plotly Dash, Flask, Jupyter

Quantitative Finance

Funds Transfer Pricing, PnL Projection Analytics, Factor Attribution of Risk & Return, Cross-Currency Curve Building

Agentic AI

Agent-friendly architecture design, implicit guardrail systems, incremental codebase modernization for AI-assisted development

Experience

AI Systems Architect (R&D)

Quest
Aug 2025 – Present

Designed and built Quest, a 4-repository ecosystem for momentum-based goal tracking, shipped as two mobile apps (Play Store · App Store).

  • Architected the platform through 4 major iterations (Python → Chaquopy → Rust FFI → Pure Dart), each iteration cutting complexity without losing capability
  • Built a multi-repo system spanning mobile apps (Flutter/Dart), a research layer (Python), a content CMS (Markdown), and a web hub (Flask + Plotly Dash)
  • Developed schema-driven domain models, a layered architecture (View → Handler → Model → DataStore), and a shared package consumed by both apps
  • Developed an agentic AI workflow — implicit guardrail architectures that turn stochastic LLM output into deterministic results, letting one engineer build and run a multi-platform ecosystem

Quantitative Strategist (VP)

Goldman Sachs — Bangalore
2019 – 2021 & 2022 – 2025

Asset-Liability Management | Corporate Treasury Feb 2022 – May 2025

  • Built a team of 11 engineers from scratch and led the design and delivery of global Funds Transfer Pricing (FTP) for ALM in Corporate Treasury
  • Redesigned liquidity transfer to the tune of $700 billion for the firm's entire asset side; reduced Treasury's residual PnL from ~$4B (2020) to <$1B (2023) by architecting a new internally traded Funding Bond

Funding — Planning & Origination | Corporate Treasury Aug 2019 – Jul 2021

  • Built quantitative models (DRM debt, HQLA rebate) enabling interest expense projection analysis across market shock scenarios
  • Saved 200+ human hours per week for over 4 years by building a CT PnL projection dashboard — the primary tool for BPC and CCAR processes
  • Introduced SDLC practices and brought Plotly Dash into Corporate Treasury for analytics and reporting

Quantitative Researcher

JP Morgan Chase — Mumbai | QR Rates
Jul 2021 – Feb 2022
  • Constructed Cross-Currency Basis Curves for Asia and LATAM markets within Athena, the firm's pricing and risk platform used across all trading desks

Quantitative Engineer

MSCI Inc — Mumbai
2015 – 2019

Analytical QA | BPM & BarraOne 2018 – 2019

  • Refactored and fully automated the MATLAB analytical testing framework for Barra Portfolio Manager (BPM), MSCI's Factor Attribution product for Risk and Return
  • Developed a Python library to validate core statistical functions of the BarraOne platform
  • Team representative for Agile Program Increment planning with the global team at Budapest, Hungary

App Dev (Java/Scala) | BPM 2015 – 2018

  • Published BPM Performance Attribution as a service in MSCI One/Beon, the company's flagship analytics product
  • Built a production plant simulator and job scheduler to improve queueing and reduce unfair wait times in Barra Application Services

Education

Indian Institute of Technology Bombay

B. Tech. in Electrical Engineering — CPI: 7.90/10
2015

FRM, GARP

Level 1, qualified
2018

Scholastic Achievements

Interests

🎵 Music

Composer, producer, multi-instrumentalist (drums, keys, guitar). Founding member and drummer of Broken Record, IIT Bombay's contingent band. Winner of Inter-IIT Original Music Composition (2013). Performed at Mood Indigo's institute-level opening event for an audience of 10,000 (2012). Received Cultural Colour award three consecutive years.

soundcloud →

🏋️ Strength Training

Recreational athlete. Gained 10 kg of muscle over 4 years through structured resistance training. Wrote a fitness blog covering training science; thousands of readers. Built mathematical models for fat-loss, body re-composition, and strength progression — the research that inspired Quest.

medium → · quest →

💻 Competitive Coding

Ranked 1st amongst 400 students in IIT Bombay's CS 101 final coding contest. Consistently ranked in the top 500 worldwide on LeetCode since 2021. Built Crackked (Quest's coding app) from personal practice.

leetcode →
Download Resume (PDF)