12/14/2024 updated
100 % available
Senior Financial Analyst and Consultant with Expertise in Quantitative Finance
NY, USA
Worldwide
PGDM (Majors - Finance & Economics) from IIM CalcuttaAlgorithmic TradingAlgorithmsData AnalysisC++ (Programming Language)Computer ProgrammingDerivativesMathematical FinanceFinanceFinancial InstrumentFinancial ModelingFinancial SoftwareForecastingR (Programming Language)Machine LearningMathematics
Quantitative Finance
Extensive experience in financial modeling, risk analysis, and derivatives pricing using advanced mathematical techniques and Monte Carlo simulations.
Programming and Data Analysis
Proficient in various programming languages and tools including C++, Excel VBA, R, SQL, and specialized financial software like Calypso for developing and implementing complex financial models and algorithms.
Risk Management
Expert in risk assessment methodologies including Value at Risk (VaR), Historical Value at Risk (HVAR), and stress testing for various financial instruments and portfolios.
Machine Learning in Finance
Application of NLP and machine learning models for market sentiment analysis and automated trading strategies.
Financial Product Knowledge
In-depth understanding of fixed income, derivatives, FX, futures, and options products, including pricing and trading strategies.
Financial Software Expertise
Proficient in financial platforms such as Murex, Calypso, and various trading and risk management systems.
Statistical Analysis
Strong background in statistical methods, time series analysis, and stochastic calculus applied to financial modeling and forecasting.
Extensive experience in financial modeling, risk analysis, and derivatives pricing using advanced mathematical techniques and Monte Carlo simulations.
Programming and Data Analysis
Proficient in various programming languages and tools including C++, Excel VBA, R, SQL, and specialized financial software like Calypso for developing and implementing complex financial models and algorithms.
Risk Management
Expert in risk assessment methodologies including Value at Risk (VaR), Historical Value at Risk (HVAR), and stress testing for various financial instruments and portfolios.
Machine Learning in Finance
Application of NLP and machine learning models for market sentiment analysis and automated trading strategies.
Financial Product Knowledge
In-depth understanding of fixed income, derivatives, FX, futures, and options products, including pricing and trading strategies.
Financial Software Expertise
Proficient in financial platforms such as Murex, Calypso, and various trading and risk management systems.
Statistical Analysis
Strong background in statistical methods, time series analysis, and stochastic calculus applied to financial modeling and forecasting.
Languages
EnglishNative speakerHindiNative speaker
Project history
Working on various projects involving options pricing, market sentiment analysis, and automated trading strategies using Monte Carlo simulations and machine learning models.
Led projects on risk management, market data analysis, and financial product pricing. Developed and implemented various modules for Enterprise Market Risk Monitor and trade analysis.
Consulted for funds and Fintech firms, helping with business development, process optimization, and technical infrastructure enhancement.