Rajit Datta — Business Analyst
Currently I am working in the Model Risk Management team at Goldman Sachs, Bengaluru. Prior to this I obtained a Ph.D in theoretical computer science from the Chennai Mathematical Institute. My research was focused on complexity theory and algorithm design. Here at MRM I work with exotic Interest Rate products such as Bermudan Swaps and products with range accrual features. I have a strong mathematical background with focus on linear algebra and mathematical optimization. Well versed with stochastic calculus and applications in finance.
Stackforce AI infers this person is a Fintech expert with strong quantitative research and algorithm design capabilities.
Location: Bangalore Urban, Karnataka, India
Experience: 9 yrs 6 mos
Career Highlights
- Ph.D. in theoretical computer science with a focus on complexity theory.
- Expertise in exotic interest rate products at Goldman Sachs.
- Strong mathematical background in linear algebra and optimization.
Work Experience
WorldQuant
Quantitative Researcher (6 mos)
AlphaGrep
Garden Leave (11 mos)
Associate (1 yr 5 mos)
Goldman Sachs
Vice President (3 mos)
Associate (1 yr 8 mos)
Chennai Mathematical Institute
Senior Research Scholar (4 yrs 11 mos)
Education
Master of Science - MS at Chennai Mathematical Institute
Bachelor of Science (BSc) at Chennai Mathematical Institute
