Atharva Bhide

Associate Consultant

India6 yrs 6 mos experience
Highly Stable

Key Highlights

  • Expert in quantitative finance and model validation.
  • Strong background in mathematical and statistical techniques.
  • Research experience in financial modeling and portfolio optimization.
Stackforce AI infers this person is a Quantitative Finance professional with expertise in model validation and financial modeling.

Contact

Skills

Core Skills

Model ValidationRisk ModelingMarket MicrostructureOption Pricing ModelsQuantitative Research

Other Skills

C++Comparative AnalysisComputational FinanceData AnalysisData PresentationDerivativesExotic DerivativesGame TheoryGroup DiscussionsInterest Rate DerivativesLaTeXLiterature ReviewsMicrosoft ExcelMicrosoft PowerPointMonte Carlo

About

I am a quantitative finance professional currently working at Barclays in the Traded Pricing Model Validation team within Model Risk Management (MRM). My work focuses on validating and benchmarking models for interest rate, inflation, and algorithmic trading products, ensuring conceptual soundness, implementation accuracy, and model robustness. I completed my Integrated BS-MS in Mathematics (Distinction) from IISER Pune, with focused coursework in statistics and data science. My research experience spans financial modeling, portfolio optimization, and derivative pricing, reflecting my interest in applying mathematical and statistical techniques to solve real-world problems in finance. Email ID: atharvabhide201@gmail.com

Experience

Barclays

Risk Analyst - Model Validation

Jun 2024Present · 1 yr 9 mos · Mumbai, Maharashtra, India · Hybrid

  • Traded Pricing Model Validation (IVU) - interest rates, inflation, algo trading models
Microsoft ExcelMonte Carlo SimulationVisual Basic for Applications (VBA)Interest Rate DerivativesModel ValidationRisk Modeling+2

Indian institute of technology, bombay

MS Thesis Student

May 2023May 2024 · 1 yr · Powai, Mumbai · On-site

  • Masters' Thesis, Guide: Dr. Ankur Kulkarni
  • Title: Applications of Game Theory in Market Microstructure Modeling

Indian institute of science education and research (iiser), pune

5 roles

Semester Research Project: Market Microstructure and Role of Information

Jan 2023Apr 2023 · 3 mos · Pune, Maharashtra, India

  • Guide: Dr. Ankur Kulkarni (IIT Bombay)
Game TheoryMarket MicrostructureTrading Systems

Semester Research Project: Options Pricing Model

Aug 2022Nov 2022 · 3 mos · Pune, Maharashtra, India

  • Guide: Dr. Anindya Goswami
Option Pricing ModelsMonte Carlo SimulationDerivativesExotic DerivativesQuantitative ResearchStochastic Calculus+2

Semester Reading Project: RCTs in Developmental Economics

Jan 2022Apr 2022 · 3 mos · Pune, Maharashtra, India

  • Guide: Dr. Bejoy Thomas
Comparative AnalysisLiterature ReviewsLaTeXSurvey Design

Semester Research Project: Computational Finance

Promoted

Aug 2021Nov 2021 · 3 mos · Pune, Maharashtra, India

  • Guide: Dr. Anindya Goswami
R (Programming Language)Data PresentationQuantitative ResearchQuantitative AnalyticsMicrosoft PowerPointPattern Recognition+1

Student

Aug 2019May 2024 · 4 yrs 9 mos · Pune, Maharashtra, India

Indian institute of science (iisc)

Participated in Vijyoshi: National Science Camp

Dec 2019Dec 2019 · 0 mo · Banglore

  • Participated in the National Science Camp: Vigyan Jyoti Shivir (Vijyoshi) organized by the Indian Institute of Science, Bangalore.

Education

Indian Institute of Science Education and Research (IISER), Pune

BS-MS — Mathematics

Aug 2019May 2024

Abhyankar Kulkarni Junior College, Ratnagiri, Maharashtra

Higher Secondary

Jun 2017May 2019

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