About
Surya Kalia is a Quantitative Analyst at III Capital Management in Chicago, IL, where he specializes in quantitative research and model development for financial strategies. At III Capital Management, Kalia focuses on applying advanced data analytics and machine learning techniques to support investment decisions, with a particular emphasis on fixed income and credit-oriented strategies.
Prior to joining III Capital Management, Kalia gained experience as a Machine Learning Research Assistant and Graduate Teaching Assistant at the University of Chicago. His background includes researching statistical methods and algorithmic trading, providing him with a solid foundation in quantitative finance and financial engineering.
Kalia holds degrees from the University of Chicago, the Indian Institute of Technology Delhi, and École des Mines d'Alès, equipping him with robust technical expertise across mathematics, machine learning, and computational methods. His work demonstrates a strong focus on financial modeling and automation within the fixed income sector.
Career History
| Organization | Role | Date Range | Details |
|---|---|---|---|
| III Capital Management | Quantitative Analyst | Jan 2024 to Present | Quantitative Analyst, Rates Desk - III Capital Management / AVM, L.P. |
| University of Chicago | Machine Learning Research Assistant | Jun 2023 to Aug 2023 | Leveraging machine learning and computer vision techniques to enhance neural synapse detection accuracy in electron microscopic images of brain cells, contributing to the ongoing connectomics research... |
| University of Chicago | Graduate Teaching Assistant | Mar 2023 to Jun 2023 | Teaching Assistant for MPCS 52060 - Parallel Programming course |
| AlphaGrep | Infrastructure Developer - Associate | Jul 2022 to Sep 2022 | During my tenure, I successfully designed and implemented options pricing and quoting applications tailored for various exchanges. I also developed a robust risk management library and intuitive portf... |
| AlphaGrep | Infrastructure Developer - Senior Analyst | Jul 2021 to Jun 2022 | — |
| AlphaGrep | Infrastructure Developer - Analyst | Jul 2020 to Jun 2021 | — |
| Indian Institute of Technology, Delhi | Graduate Teaching Assistant | Jul 2019 to Jul 2020 | Graduate TA for :
- COL780: Computer Vision Course in Fall 2019
- COL226: Programming Languages Course in Spring 2020 |
| Graviton Research Capital LLP | Quantitative Research Intern | May 2019 to Jul 2019 | - Developed mid-frequency trading strategies for end-of-day portfolio redistribution.
- Alpha currently being used in production for Futures and Options trading on National Stock Exchange listings.
- ... |
| Nanyang Technological University | Research Assistant (Computer Vision) | May 2018 to Jul 2018 | Position: Research Assistant at Hardware and Embedded Systems Lab
- Formulated a model to improve the motion trajectory estimates of autonomous vehicles by incorporating semantic segmentation class in... |
| FEMIA INDUSTRIE | Market Research Analyst | Sep 2017 to Oct 2017 | - Developed and implemented a market expansion plan for the French agro-processing machinery manufacturing firm FEMIA Industrie to grow in the Indian market.
- Worked closely with the Economic Wing a... |
| Aalto University | Research Assistant (Computer Vision) | May 2017 to Jul 2017 | Position: Research Assistant at Computer Vision Lab, Aalto University.
- Created a large-scale indoor localization dataset having joint ground-truth pose information along with RGB and 3D point cloud... |
Education
University of Chicago
2022 — 2023
Indian Institute of Technology, Delhi
2015 — 2020
Ecole des Mines d'Alès
2017 — 2017
Skills & Expertise
Others at III Capital Management (8)
| Name | Role | Location |
|---|---|---|
C Chris Wren | Rates Trader | Delray Beach, FL , United States |
G Garth Friesen | Portfolio Manager | Boca Raton, FL , United States |
| Portfolio Manager | Boca Raton, FL , United States | |
A Amit Gandhi | Principal and Portfolio Manager | New York, NY , United States |
G Gang Ning | Senior Quant Analyst, Rates Trading Desk | Boca Raton, FL , United States |
| Equity Derivatives Trader | New York, NY , United States | |
W Wesley W | Quantitative Researcher | Boca Raton, FL , United States |
| Quantitative Analyst | United States |
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