Jiwan Sharma

Associate Consultant

Delhi, India5 yrs 6 mos experience

Most Likely To SwitchHighly Stable

Key Highlights

Strong foundation in Quantitative Finance and Risk Management.
Proficient in R and Python for financial analytics.
Experience in constructing financial models and analyzing market trends.

Stackforce AI infers this person is a Quantitative Analyst with expertise in Fintech and Financial Engineering.

Contact

jiwansharma379@gmail.com LinkedIn

Skills

Core Skills

Quantitative AnalyticsStatistical ModelingFinancial Analytics

Other Skills

CC++Data AnalysisDerivativesMachine LearningMarket RiskMatlabMicrosoft ExcelMicrosoft OfficeMicrosoft PowerPointMicrosoft WordNatural Language Processing (NLP)TeamworkTime Series AnalysisTrading Strategies

About

Final year undergraduate interested in Quantitative Finance and Risk Management. Skilled in R, Python, Financial Analytics, Stochastic Calculus, Statistical Modelling, Machine Learning and Time Series Modelling. Strong professional pursuing M.Tech focused in Financial Engineering and B.Tech in Agricultural & Food Engineering from Indian Institute of Technology, Kharagpur.

Experience

Hft

Quantitative Analyst

Jul 2021 – Present · 4 yrs 8 mos

Iragecapital advisory private limited

Quantitative Analyst

May 2020 – Jul 2020 · 2 mos

Identified Volatility Frown, a vol curve anomaly in which At the money options have higher implied vols than the options far from it

Quantitative AnalyticsStatistical Modeling

Sbi mutual fund

Research Intern

May 2019 – Jul 2019 · 2 mos · Mumbai Area, India

Constructed Term structure for government securities using Nelson Siegel Svensson(NSS) model with pricing error less than CCIL
Applied genetic algorithm to optimize the pricing error weighted with Macaulay duration

Financial AnalyticsStatistical Modeling