Oct 2024 – May 2025 · 7 mos · Mumbai, Maharashtra, India · Hybrid

Jul 2022 – Aug 2022 · 1 mo · New York, United States · Remote

• Implemented the Black-Scholes model for derivative pricing, enhancing the firm's capabilities in accurate and efficient pricing strategies.
• Conducted Volatility modelling and identified key risk factors using a comprehensive dataset of over a large dataset of minute to minute Nifty option prices.
• Calculated Implied volatility and attributed Greeks (Delta, Gamma, Vega, Theta) to PnL, providing detailed insights into the risk and performance of straddles.
• Engaged in extensive data analysis within capital markets, leveraging PostgreSQL and TimescaleDB for efficient data storage and retrieval of a million data points.
• Worked with metadata and instrument id’s to ensure precise data organization and analysis.
• Analyzed futures data and implemented a time to expiry function to assess the impact on ATM straddles.
• Utilized advanced Python libraries (numpy, pandas, matplotlib, psycopg2) to streamline data
• processing and model development, extracting meaningful insights from complex datasets

May 2019 – Jul 2019 · 2 mos · Mumbai

• Researched and analyzed startups from sectors like FinTech, Energy, and Personal Finance to suit various startup accelerator programs.
• Helped Corporate Clients solve problems by developing strategic partnerships between startups with deep tech knowledge like machine learning.
• Researched Government schemes for startups such as NIDHI SSS and communicated findings to the domain experts.
• Reported on Corporate programmes related to FinTech and Energy(CSR).

Dec 2018 – Jan 2019 · 1 mo · Mumbai Area, India

• • Worked at a startup consultancy researching and analyzing startup decks. Facilitated relations between investors and clients. Researched about startups and their funding through platforms such as Venture Intelligence and Tracxn.