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Incoming MFE Candidate · UC Berkeley Haas · Class of 2028

Sayash Raaj

I work on the quantitative core of investment decisions: how portfolios are constructed, optimized, and tested under uncertainty.

Currently in Quantitative Portfolio Management at BlackRock Index Equity; previously Lead, Quant Strategy, at Fidelity Investments.

Seeking Summer 2027 internships in quantitative research, portfolio management & systematic investing.

02

Selected work

Portfolio construction, optimization, and simulation at BlackRock and Fidelity Investments. Each links to a case study with the formulation, method, and results.

All work, including 4 more projects

03

Trajectory

  1. 2023

    IIT Madras

    B.Tech, Civil Engineering

    Rank 2 / 115 · optimization thesis

  2. 2023

    Fidelity Investments

    Data Scientist, Research & Data

    Statistical research · generative modeling

  3. 2024

    Fidelity Investments

    Lead, Quant Strategy

    Portfolio optimization · Monte Carlo

  4. 2026

    BlackRock

    Quantitative Portfolio Management, Index Equity

    Index ETF portfolio construction

  5. Next · Jan 2027

    UC Berkeley Haas

    Master of Financial Engineering

    Merit Scholarship

04

Research

NeurIPS 2025 WorkshopSole author

Context-Masked Meta-Prompting for Privacy-Preserving LLM Adaptation in Finance

Question
How can a large language model be adapted to confidential financial tasks without exposing that data to the model?
Method
Iterative meta-prompting with feeder and propagation regeneration, optimizing hard prompts under context masking. Evaluated with GPT-3.5 Turbo on SQuAD, CNN/DailyMail, and SAMSum as proxies for financial Q&A, news, and client-interaction summarization.

Key result

103.87%

improvement in ROUGE-L F1

question answering, GPT-3.5 Turbo

05

Experience

  1. BlackRock

    Quantitative Portfolio Management, Index Equity

    Benchmark-tracking analysis, fund constraints, and ETF basket construction with Index Equity portfolio managers in Aladdin.

    Aug 2026 – Present

  2. Fidelity Investments

    Lead, Financial Solutions, Quant StrategyPromoted

    Led a four-person quant team; tax-aware multi-account portfolio optimization (12 bps/yr tax-leakage reduction) and Monte Carlo cost modeling.

    Oct 2024 – Aug 2026

  3. Fidelity Investments

    Data Scientist, Research & Data

    Sole-authored NeurIPS 2025 workshop paper; constrained synthetic financial data; non-parametric ESG research.

    Jul 2023 – Oct 2024

Full experience

06

Education & honors

Incoming MFE Candidate · Jan 2027 – Jan 2028 (expected)

University of California, Berkeley

Haas School of Business

Master of Financial Engineering

  • Merit Scholarship, US$20,000
  • Class of 2028

Graduated Apr 2023

Indian Institute of Technology Madras

B.Tech, Civil Engineering

  • Class rank 2 / 115 · GPA 3.83 / 4
  • Kalidas Scholarship (one awarded per year) · OPJEMS Scholarship (three per year)

Competitions

  • 1stIntel AI Global Hackathon · Log9 Energython · EXL International
  • 2ndCyient International
  • 3rdShell AI Hackathon
  • Two firmwide innovation competitions won at Fidelity Investments

Certification

  • CFA Level I, passed (2025)
07

Quantitative toolkit

Grouped by the kind of problem each skill solves, with links to the work where it was used.

Portfolio construction

  • Asset location and allocation
  • Benchmark replication
  • ETF basket construction
  • Portfolio constraints
  • Rebalancing and order generation

Aladdin

Optimization

  • Linear and integer programming
  • Convex optimization
  • Dynamic programming

Gurobi · CPLEX · CVXOPT · cvxpy

Stochastic modeling

  • Monte Carlo simulation
  • Scenario design
  • Long-horizon stochastic projection
  • Distribution modeling

Statistics

  • Hypothesis testing (Kolmogorov–Smirnov, t-tests)
  • Bootstrap and non-parametric methods
  • Regression and time series
  • Distributional analysis

Machine learning and AI

  • Conditional generative modeling
  • LLM evaluation
  • Privacy-preserving LLM adaptation

Computation

  • Python
  • C++
  • R
  • SQL

NumPy · pandas · statsmodels · PyTorch · scikit-learn · Snowflake

08

Contact

Open to conversations about quantitative research, systematic investing, and portfolio construction, including Summer 2027 internships.

Résumé
One-page PDF