Manjunath Bhat — Business Analyst

I am a graduate student in the Master of Science in Computational Finance (MSCF) program at Carnegie Mellon University, Class of 2027. With a strong foundation in mathematics, programming (especially data structures and algorithms), and quantitative finance, I'm actively seeking opportunities in quantitative research, modeling, or systematic trading. If you're looking for someone who combines strong coding skills with deep market intuition and a passion for problem-solving, feel free to message me here or reach out at manjunathbhat@cmu.edu. My background: After graduating from the Indian Institute of Technology (IIT) Kharagpur in 2021, I began my career at Goldman Sachs as a Quantitative Strat on the Synthetic Products Group Inventory Management desk. At GS, I collaborated closely with traders to optimize margin requirements and funding costs, and built automated tools for margin impact analysis and trade bookings. After two enriching years at Goldman, I transitioned to the buy-side, joining Millennium as a Portfolio Researcher within the Enterprise Risk Modeling team. At Millennium, I gained a deeper understanding of how a multi-billion dollar hedge fund manages risk at scale. I worked on developing centralized risk models and analytics for the Office of the CIO—building frameworks around Value at Risk (VaR), stress testing, and volatility modeling to create a unified, risk-weighted capital framework and for evaluating portfolio manager performance.

Stackforce AI infers this person is a Quantitative Finance professional with strong programming skills in the Fintech industry.

Location: Pittsburgh, Pennsylvania, United States

Experience: 7 yrs