D

Dayadru N.

Business Analyst

Bengaluru, Karnataka, India8 yrs 9 mos experience
Most Likely To SwitchHighly Stable

Key Highlights

  • Expert in stochastic modeling for financial decision-making.
  • Strong foundation in quantitative finance and risk management.
  • Passionate about mathematics and computational finance.
Stackforce AI infers this person is a Quantitative Finance expert specializing in risk modeling and stochastic analysis.

Contact

Skills

Core Skills

Stochastic ModelingFinanceStructured ProductsCredit Risk

Other Skills

AnalyticsC (Programming Language)C++Data ScienceDerivativesLinear AlgebraMachine LearningMathematicsModelingMonte CarloNumerical AnalysisNumerical Linear AlgebraNumerical methodsObject-Oriented Programming (OOP)PDE

About

At HSBC, my focus is on the FX Options Desk, applying stochastic modeling to unravel financial complexities and drive strategic decisions. My academic foundation in computer science and management from National Institute of Technology Rourkela and Indian Institute of Management Ahmedabad, respectively, has been instrumental in equipping me with a robust analytical toolkit. Previously, as a Quant Associate at Goldman Sachs, I honed my skills in structured products, while at Credit Suisse, I tackled credit risk parameters within investment banking. My commitment to excellence is grounded in a passion for mathematics and computational finance, ensuring precision in every facet of my work. My predilection for Maths, problem solving actuate me to tackle quantitative problem statements with much ease.I have strong foundation in Stochastic Calculus, Statistics, Machine Learning, Linear Algebra, Computational finance. I keep me abreast with recent developments in my area by perusing novel research papers and honing my skills perpetually by learning and transcending my horizon and area of interests.

Experience

Hsbc

Quantitative Researcher

May 2022Present · 3 yrs 10 mos · Bengaluru, Karnataka, India · On-site

  • Quant Research FX Options Desk
Stochastic ModelingStochastic ProcessesStochastic SimulationFinanceQuantitative Finance

Goldman sachs

Quant Associate

Jul 2021May 2022 · 10 mos · Bengaluru, Karnataka, India

  • Eq Structured Products Desk Quant
Structured ProductsQuantitative Analytics

Credit suisse

Credit Risk Quant

Apr 2018Jun 2021 · 3 yrs 2 mos · Mumbai, Maharashtra

  • Modeling credit risk parameters PD,LGD, CCF for assessing the RWA and Economic Capital in the IB division of Credit Suisse.
Credit RiskModelingRisk Management

Finiq consulting pvt.ltd.

Business Analyst

Jun 2017Apr 2018 · 10 mos · Pune, Maharashtra

Education

Indian Institute of Management Ahmedabad

Jan 2015Jan 2017

National Institute of Technology Rourkela

Bachelor of Technology - BTech — Computer Science

Jan 2010Jan 2014

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