A

Arshdeep Duggal

AI Researcher

Mumbai, Maharashtra, India7 yrs 9 mos experience
Most Likely To Switch

Key Highlights

  • Top 8% contributor to quantitative finance Stack Exchange
  • National topper in Mathematics Olympiad (RMO-II)
  • Strong academic background from IIT Bombay and ISI Delhi
Stackforce AI infers this person is a Quantitative Finance expert with strong skills in risk management and machine learning.

Contact

LinkedIn

Skills

Core Skills

Quantitative FinanceRisk ManagementQuantitative ResearchPortfolio ManagementQuantitative Portfolio RiskOption Pricing

Other Skills

C#Data ScienceDerivative pricingDerivative valuationEconometricsFinancial EconomicsFinancial ModelingMachine LearningMarket Pricing and ValuationMarket RiskPortfolio OptimizationPythonRStatisticsStochastic Calculus

About

Amongst top 8% contributors of all time to quantitative finance Stack exchange: https://quant.stackexchange.com/users/33454/arshdeep Mathematics Olympiad (RMO-II) national topper. I have an undergrad degree from IIT Bombay and postgrad from ISI Delhi. I'm keenly interested in quantitative finance, including but not limited to scope of machine learning models to portfolio risk, as well as pricing and risk management of derivatives, especially exotics.

Experience

Millennium

Quant Research

Aug 2024 – Present · 1 yr 7 mos · Mumbai, Maharashtra, India · On-site

  • Executing ad-hoc as well as planned quant research requests and projects to support PM's portfolio risk calculation/scenario analysis
  • Writing code sourcing market data from multiple API's, integrating derivatives valuation models, and building dashboards end-to-end to create PM specific, strategically high quality risk products
  • General skills: Derivative valuation, risk, Python, interfacing with multiple data sources including BBG
Derivative valuationriskPythonmarket data sourcingderivatives valuation modelsdashboard building+2

Ey

Manager, Quant Research and GenAI

Jul 2023 – Aug 2024 · 1 yr 1 mo · India

  • Quantitative Research, leading model ideation and implementation across multiple financial domains:
  • 1. Portfolio Construction and Asset Allocation for Institutional Clients
  • 2. GenAI testing and robustness for Investment banks.
Market RiskStatisticsDerivative pricingPortfolio OptimizationPythonQuantitative Research+1

Morgan stanley

Senior Associate

Dec 2021 – Jan 2024 · 2 yrs 1 mo · Mumbai, Maharashtra, India

  • Quantitative portfolio risk, option pricing, and machine learning models.
StatisticsRDerivative pricingPortfolio OptimizationFinancial ModelingMachine Learning+4

Jpmorgan chase & co.

Quantitative Analyst

Aug 2020 – Dec 2021 · 1 yr 4 mos · Mumbai, Maharashtra, India

  • Model validation for Equity derivatives
RPython

J.p. morgan

Quantitative Analyst

Jul 2019 – Aug 2020 · 1 yr 1 mo · Mumbai Area, India

  • Model risk - Validation of interest rate models
Derivative pricing

Cme group

Intern, Quant Finance Team

May 2018 – Jul 2018 · 2 mos · Bangalore

  • Worked on implementing the SIMM Margin Risk model in C#, along with mathematical exposure to complex margin models for different products.
Derivative pricingC#

Indian institute of technology, bombay

Department Academic Mentor, MEMS

Mar 2016 – Apr 2017 · 1 yr 1 mo

Finance club

Manager

Mar 2016 – Mar 2017 · 1 yr · IIT Bombay

Education

Indian Statistical Institute (ISI), New Delhi

Masters in Quantitative Economics — Econometrics and Quantitative Economics

Jan 2017 – Jan 2019

Indian Institute of Technology, Bombay

Bachelor's degree — Metallurgical Engineering and Materials Science

Jan 2013 – Jan 2017

St. Xavier's High School

Matriculation

Jan 1999 – Jan 2012

Indian Institute of Technology, Bombay

Bachelor's degree — Metallurgical Engineering

Jul 2013 – Jul 2017

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Arshdeep Duggal - AI Researcher | Stackforce