Hardik Ramani is a Quantitative Researcher at One River Asset Management. Hardik analyzes, researches, and develops quantitative strategies, focusing on systematic and volatility-based investment processes. Prior to joining One River in 2021, Hardik was a Vice President in the Model Analytics team at AQR Capital Management, where he was responsible for researching new and improving existing systematic multi-asset class strategies. Prior to AQR, Hardik has also worked at State Street as a model validation quant and Bank of America as a risk manager. Hardik began his career as a fixed income derivatives trader at Futures First (a proprietary trading firm in India) where he primarily traded in European and US sovereign bonds and short-term interest rate products. Hardik received a Master’s degree in Financial Engineering from University of California, Berkeley and Bachelor’s degree in Computer Science and Engineering from Nirma University in Ahmedabad, India.