Harichandan Rayala

Business Analyst

Atlanta, Georgia, United States4 yrs 1 mo experience

Key Highlights

Strong foundation in mathematics and quantitative finance.
Proficient in C++ and Python for quantitative development.
Experience in transitioning financial derivatives to risk-free rates.

Stackforce AI infers this person is a Fintech Quantitative Developer with strong programming and financial derivatives expertise.

Contact

Skills

Core Skills

Quantitative FinanceC++

Other Skills

AutomationC#Data ManagementData StructuresDatabase Management System (DBMS)Financial DerivativesGitJiraMathematicsMicrosoft ExcelREST APIsRisk ManagementSQLSalesforceStatistics

About

I am a highly motivated individual with a strong passion for mathematics, finance, and programming. I am eagerly preparing to pursue a Master's degree in Quantitative and Computational Finance at the prestigious Georgia Institute of Technology, commencing in August 2023. Having accumulated 3 years of invaluable experience as a Quantitative Developer at ANZ, I have cultivated a diverse skillset that includes: • Mathematics: With an inherent passion for mathematics that has been nurtured since childhood, I possess a strong foundation in calculus, linear algebra, probability theory, and statistics. • Programming: Proficient in widely-used languages such as C++ and Python. I possess extensive experience developing C++ library using object oriented programming tools. • Financial Derivatives: I am equipped with comprehensive knowledge of diverse derivative instruments, such as options, futures, and swaps. I am also well-versed in understanding risk greeks such as delta, theta, vega, and gamma.

Experience

Deutsche bank

Quantitative Strategist

Jan 2025 – Present · 1 yr 2 mos · New York, United States

Voya investment management

Summer Intern - Mortgage Derivatives

Jun 2024 – Aug 2024 · 2 mos · Atlanta, Georgia, United States

Anz (australia and new zealand bank)

2 roles

Manager, Quantitative Development

Promoted

Sep 2022 – Jul 2023 · 10 mos · Bengaluru, Karnataka, India

Enhanced the library with new features for exotic derivatives like Caps, floors, range accruals etc. as
part of interest rate options squad.
Helped with the transition of exotic derivatives from LIBOR to risk-free rates, ensuring the
stability and integrity of financial operations.
Implemented central difference method for precise delta calculations, contributing to accurate risk
assessments.

C++Financial DerivativesRisk ManagementQuantitative Finance

Associate Manager, Quantitative Development

Aug 2020 – Sep 2022 · 2 yrs 1 mo · Bengaluru, Karnataka, India

Collaborated with a global team of quants to develop a robust C++ based pricing library, custom-
tailored to meet the specific requirements of the trading desk
Streamlined operational efficiency by automating the creation of consolidated cashflow reports for
diverse asset classes, eliminating manual efforts and improving data accuracy.
Implemented par rate calculation for CMS swaps.

C++AutomationFinancial DerivativesQuantitative Finance

Innoviti payment solutions

Software Developer Intern

May 2019 – Jul 2019 · 2 mos · Bengaluru, Karnataka, India

Added support for new mobile wallet transactions using dynamic QR in Innoviti’s POS machine through REST APIs given by the wallet provider.
Migrated the transaction workflow from local servers to the salesforce cloud environment.

REST APIsSalesforce