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<!doctype html>
<html lang="en">
<head>
<meta charset="utf-8">
<meta name="viewport" content="width=device-width, initial-scale=1">
<title>Jatin Lamba</title>
<meta name="description" content="Jatin Lamba: empirical research and modeling. Master's student in Financial Mathematics at MIT.">
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<main>
<div class="intro">
<img src="assets/dp.jpg" alt="Jatin Lamba">
<div>
<h1>Jatin Lamba</h1>
<p class="tags">Research · Quant Finance · Machine Learning</p>
<p class="affil">Master's in Financial Mathematics, MIT</p>
<p>
I work on hard empirical problems through research and modeling, where the data is noisy,
the signal is faint, and the answer has to be earned rather than derived. I care as much about
<em>why</em> a model works as whether it does: building intuition for a problem, and paying close
attention to the results that run against it, since that is usually where the real structure lies.
</p>
</div>
</div>
<p>
I trained in computer science at IIT Bombay, then spent four years in quantitative research at an
early-stage investment firm as it grew from five people to more than $2B in assets. I am now at MIT
studying financial mathematics, and I'm drawn to research that sits closer to the markets.
</p>
<h2>Experience</h2>
<div class="entry">
<div class="entry-head"><strong>Jain Global</strong><span class="when">Summer 2026</span></div>
<p class="sub">Quantitative Research & Development Intern · New York</p>
<p>
When a company reports earnings, the news often moves the stocks of related companies too: its
suppliers, customers and competitors. I built models that predict which companies will be most affected
when a peer reports, and by how much, using data on how businesses are connected and how their stocks
have moved together in the past.
</p>
<p>
Tested on more than two million historical earnings events, the model's predictions tracked what actually
happened far better than looking at past behavior alone. It is used to help decide how much to invest
ahead of earnings announcements.
</p>
</div>
<div class="entry">
<div class="entry-head"><strong>Edge Focus Partners</strong><span class="when">2021 – 2025</span></div>
<p class="sub">Quantitative Researcher, previously Quantitative Developer</p>
<p>
Edge Focus uses data and machine learning to decide which loans to invest in. I joined as one of the
first five people and stayed as it grew from $50 million to over $2 billion in assets, earning investors
10–12% annual returns.
</p>
<p>
I started by building the firm's trading systems and data infrastructure, then moved into research.
My main work was forecasting how each investment would perform over its life, and deciding in real time
which of roughly 30,000 daily opportunities to take on with a limited budget. The approach I designed
turns one large, portfolio-wide decision into a simple yes-or-no test for each individual investment.
I also stress-tested our models against past recessions and other economic shocks.
</p>
</div>
<h2>Research</h2>
<div class="entry">
<div class="entry-head"><strong>Forecasting commodity market volatility</strong><span class="when">Winter 2026</span></div>
<p class="sub">MIT Sloan, with Qube Research & Technologies</p>
<p>
How much will the prices of oil, metals and other commodities swing tomorrow, and how will they move
together? We compared simple and sophisticated forecasting methods across eight commodity futures and
found that a simple, well-tuned approach was as accurate as the complex ones while giving steadier forecasts.
</p>
</div>
<div class="entry">
<div class="entry-head"><strong>Answering questions with text and images</strong><span class="when">Summer 2020</span></div>
<p class="sub">Adobe Research · <a href="https://aclanthology.org/2021.naacl-main.418/">NAACL 2021</a> · U.S. patent</p>
<p>
Most question-answering systems reply with text only. We proposed a system that reads a document and
answers with both a passage and the most relevant image, which people found easier to understand.
</p>
</div>
<div class="entry">
<div class="entry-head"><strong>Understanding what happens in a video</strong><span class="when">2020 – 2021</span></div>
<p class="sub">Bachelor's thesis, IIT Bombay · <a href="https://arxiv.org/abs/2104.04598">Interspeech 2021</a></p>
<p>
A model that detects events in a video, such as a dog barking or a car passing, and tells whether each
one is seen, heard, or both, while learning from only rough labels.
</p>
</div>
<div class="entry">
<div class="entry-head"><strong>Safe memory management for concurrent software</strong><span class="when">Summer 2019</span></div>
<p class="sub">TU Braunschweig, Germany</p>
<p>
A tool that automatically rewrites high-performance code, where many threads share the same data,
so it cleans up memory safely without slowing down.
</p>
</div>
<h2>Education</h2>
<div class="entry">
<div class="entry-head"><strong>Massachusetts Institute of Technology</strong><span class="when">2025 – present</span></div>
<p class="sub">Master's in Financial Mathematics, Financial Engineering concentration</p>
<p>
Coursework in econometrics, optimization and quantitative investing. Side projects include forecasting
U.S. inflation from its components (28% more accurate than a standard baseline) and studying how the way
a model is trained changes its ability to predict which stocks will outperform.
</p>
</div>
<div class="entry">
<div class="entry-head"><strong>Indian Institute of Technology Bombay</strong><span class="when">2017 – 2021</span></div>
<p class="sub">B.Tech with Honors in Computer Science and Engineering</p>
<p>
Admitted with an All India Rank of 33 among 1.2 million candidates. Teaching assistant for programming
and logic courses.
</p>
</div>
<h2>Outside work</h2>
<p>
Lifelong FC Barcelona fan who will happily over-analyze a match with you. I play badminton, volleyball and
tennis, and I've backpacked through most of western Europe by car, bike and on foot.
</p>
<h2>Contact</h2>
<ul class="contact-list">
<li><span>Email</span><a href="mailto:jlamba@mit.edu">jlamba@mit.edu</a></li>
<li><span>LinkedIn</span><a href="https://www.linkedin.com/in/jatin-lamba99">jatin-lamba99</a></li>
<li><span>GitHub</span><a href="https://github.com/jatinlambda">jatinlambda</a></li>
<li><span>Resume</span><a href="assets/jatin_lamba_resume.pdf">PDF</a></li>
</ul>
</main>
<footer>
<span>Last updated September 2026</span>
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