Anurag Siroliya is a quantitative researcher at Millennium since October 2021, specializing in systematic long/short equity strategies. Prior to this role, Anurag was a data scientist/researcher at SparkCognition from March 2021 to September 2021, maintaining the same position post-acquisition of AIM2, where Anurag worked from July 2019 to September 2021 on rates market-making using reinforcement learning. Anurag also completed an internship in dynamic equity at PanAgora Asset Management in late 2018 and held a data scientist position at Citi from September 2016 to November 2017. Anurag earned a Master’s degree in Financial Engineering from the University of California, Berkeley, Haas School of Business between 2018 and 2019, and a dual BS and MS degree from the Indian Institute of Technology, Kanpur from 2011 to 2016.
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