Mr. Kumar joined SGA in 2015 and is a Research Analyst. His responsibilities include alpha factor research as well as model and systems development. Prior to joining the firm, he created risk and stress testing models for Goldman Sachs’ Market Risk division and co-founded Quark Analytics, a high frequency trading firm, where he developed a low latency trade execution environment for select exchanges. Mr. Kumar spent three years with Microsoft R&D as a software developer where he designed and developed network security modules for Windows 7 in C++ before pursuing a career in finance. He earned his Integrated Master in Mathematics and Computing from IIT Kharagpur and Master in Financial Engineering (MFE) from the University of California, Berkeley.