Diptarka Chakravarty

Founder

Bengaluru, Karnataka, India16 yrs 9 mos experience

Most Likely To SwitchHighly Stable

Key Highlights

Founder of a research company specializing in trading strategies.
Expert in risk management and statistical modeling.
Co-led the development of a satellite imaging system.

Stackforce AI infers this person is a Fintech and Aerospace expert with strong analytical and engineering skills.

Contact

Skills

Core Skills

Data ScienceRisk ManagementStatistical ModelingCvaEngineering

Other Skills

Algorithm ImplementationCC++Data AnalysisData ProcessingFVAFX OptionsImaging System DevelopmentInterest Rate DerivativesJavaMachine LearningProgramming

Experience

Thinkbot research

Founder and Partner

Mar 2017 – Present · 9 yrs · Bangalore

HFT/MFT in all asset classes of NSE and BSE

Statistical ModelingData ScienceMachine LearningRisk Management

Goldman sachs

4 roles

Associate

Jan 2016 – Jan 2017 · 1 yr

Exotic Interest Rates Product price and risks modelling for NYC Rates desk.
Conceptualised and built innovative statistical and technological tools for assisting trading of interest rate products.

Statistical ModelingData AnalysisRisk Management

Associate, FICC Macro (Rates,FX) Desk Strategist

Promoted

Dec 2014 – Feb 2016 · 1 yr 2 mos

CVA and FVA modelling, pricing and risk management for firm's Global Macro (Rates, FX) business.
Wrong way risk pricing and risk management for firm's Global Emerging Market business.
Cross asset experience: Rates, Inflation, FX, Credit

CVAFVARisk Management

Senior Analyst, Macro ( Rates, Fx ) Desk Strategist

Promoted

Jan 2013 – Dec 2014 · 1 yr 11 mos

Analyst, Core Quant Strats

Jun 2012 – Jan 2013 · 7 mos

Rwth aachen university

Summer Research Intern

May 2010 – Jul 2010 · 2 mos · Kreisfreie Stadt Aachen Area, Germany

Conceptualized and implemented a novel data processing algorithm to compute and analyze 3D roughness of rocks from LIDAR data

Data ProcessingAlgorithm ImplementationData Science

Indian institute of technology, kanpur

Core Team Member, Jugnu Nano Satellite

Aug 2008 – Sep 2011 · 3 yrs 1 mo

Co-Led a team to develop an indigenous imaging system ( camera ) as the main payload for the nano-satellite.
Satellite launched into space by ISRO PSLV on 12th Oct,2011.

Imaging System DevelopmentEngineering