Skip to content

Quantitative Researcher

Biography

Yaman Sanghavi is a quantitative researcher at FR Global Macro (FRGM), bringing rigorous mathematical and computational methods to the firm's systematic research. He holds a Ph.D. in physics from Stony Brook University, working in mathematical physics and high-energy theory, with earlier training from IIT Kanpur. Before FRGM, he was a research consultant at WorldQuant, where he analyzed financial data and built and back-tested mathematical models to identify patterns and trading opportunities, and he interned as a research scientist building LLM-based AI agents. His academic work bridges physics and machine learning: he has published peer-reviewed research on generalized and non-invertible symmetries in quantum field theory (Physical Review D; SciPost Physics) and on Galilean electrodynamics (Journal of High Energy Physics), and co-authored work using physics-informed neural networks to study holographic entanglement. At FRGM, this combination of theory, simulation, and machine learning supports model development and systematic research that complements the discretionary desk.

Areas of Expertise

  • Systematic research
  • Mathematical & statistical modeling
  • Machine learning / PINNs
  • Backtesting & simulation
  • Ph.D., Physics — Stony Brook University
  • IIT Kanpur

Prior Experience

  • Research Consultant — WorldQuant
  • Research Scientist Intern (LLM AI agents) — EliseAI
  • Graduate Research & Teaching — Stony Brook University; IIT Kanpur

Education & Credentials

  • Ph.D., Physics (Mathematical Physics & High-Energy Theory) — Stony Brook University
  • M.Sc., Physics — IIT Kanpur
  • B.Sc., Physics — IIT Kanpur
Google Scholar profile

Selected Research