Ashley Chraya — Associate Consultant

Quantitative Finance Professional with 2+ years of specialized experience in equity derivatives pricing and model validation of exotic products, currently at Barclays. Proficient in implementing and validating complex models—such as local and stochastic volatility frameworks. I am proficient in using numerical techniques like Finite Difference Methods, Binomial/Trinomial trees, and Monte Carlo simulations to price exotic products. Previously at Deloitte USI, I priced over 300 OTC derivatives covering interest rates and equity products, engineered robust Python frameworks to accelerate pricing workflows, and achieved significant computational efficiency through parallelization and vectorization. With a strong academic foundation from IISER (BS-MS in Physics) and FRM Part I cleared, I bring analytical rigor, programming fluency (Python, SQL, Bash), and domain knowledge spanning exotic equity products, stochastic calculus, Statistics, risk modelling and Machine learning. During my MS thesis, I studied the boundary value problem of Blackhole's PDE, applying concepts from the calculus of variations, differential geometry, and partial differential equations. I also developed computational models to study the Blackhole properties, applying advanced numerical methods. Interests: • Volatility modelling • Exotic products pricing • Probability and Statistics • Stochastic Calculus • Partial Differential Equations • Measure Theory • Machine learning • Numerical Methods in Finance (Monte Carlo Simulation, Finite Difference) Programming: • Python, C++

Stackforce AI infers this person is a Quantitative Finance expert with a focus on derivatives pricing and model validation.

Location: Mumbai, Maharashtra, India

Experience: 4 yrs 6 mos