Diganta Bhattacharya

Associate Consultant

Mumbai, Maharashtra, India3 yrs 9 mos experience

Most Likely To SwitchHighly Stable

Key Highlights

Expert in quantitative finance and statistical modeling.
Developed automated analytics tools for residential data.
Strong background in machine learning and data analysis.

Stackforce AI infers this person is a Fintech expert with strong quantitative analysis and machine learning capabilities.

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Skills

Core Skills

Quantitative FinanceStatistical Modeling

Other Skills

Alpha GenerationAngularJSBayesian statisticsC (Programming Language)C++CryptographyData AnalysisKDB+LaTeXLeadershipLinuxMachine LearningMathematicsMicrosoft ExcelMultivariate Statistics

About

| 2025-present : Senior Associate @ Morgan Stanley FID- eFX | 2024-25 : Senior Associate @ Morgan Stanley FID- SPG | 2022-24: Associate @ Morgan Stanley FID- SPG | 2021: Summer Associate @ Morgan Stanley FID-SPG (PPO) | 2020-22: Masters in Statistics [Specialization - Probability] @ ISI Kolkata | 2020-22: Masters in Statistics [Optional - Finance ] @ ISI Kolkata | 2018-20: Research Intern @ RC Bose Centre for Cryptography | 2017-20: Bachelors in Statistics (Hons.) @ ISI Kolkata

Experience

3 yrs 9 mos

Total Experience

3 yrs 9 mos

Average Tenure

3 yrs 9 mos

Current Experience

Morgan stanley

4 roles

Senior Associate [eFX]

Jul 2025 – Present · 9 mos · Mumbai, Maharashtra, India

- FXEM Desk Strat for EV and P&L models for spots, forwards.

Quantitative FinanceStatistical ModelingPython (Programming Language)

Senior Associate [Secured Lending]

Promoted

Jan 2024 – Jul 2025 · 1 yr 6 mos · Mumbai, Maharashtra, India

1. Developer & maintenance @ ResiDash, a kdB and Plotly based automated analytics website.
2. Developer @ Global Lending App, a kdB, Python and React based web-widget.
3. Model Development Team @ RMBS
Transition Models for PD, LGD, EAD.
Repeat-Sales Transaction Index for custom Indexes.
Automated Valuation Models for asset pricing.
Survival Analysis for cash flow modelling for Residential Mortgage Backed Securities.
Stochastic-Aware Ensemble Geo-Spatial Ranking Models.
4. Whole Loan Strat
Weekly, monthly report generations.
Back-testing frameworks/claims for further developments.
Market Research and Insights.

KDB+Python (Programming Language)React.jsStatistical Data AnalysisQuantitative FinanceStatistical Modeling

Associate [Securitized Products]

Jul 2022 – Jan 2024 · 1 yr 6 mos · Mumbai, Maharashtra, India

1. Contributor to ResiDash, one-place stop for all Resi-related analytics.
2. Model Development
OU Processes for macro-economic momentum-based Index models.
MCMC for home-pricing AVM.
Multinomial Logistic Regression for Huge Datasets.
Constrained Boosted Trees.

Statistical ModelingMachine LearningPython (Programming Language)Quantitative Finance

Summer Associate in Fixed Income Department [SPG Modelling]

May 2021 – Jul 2021 · 2 mos

AVM model using ANN (Python Keras & kdb+ ML Toolkit) on USA House Prices for populated geographical granularities using kdb+, Python and C.
A frontend web-app for the same using R Shiny, which was later migrated to Plotly Dash.

Python (Programming Language)KDB+RQuantitative Finance