Niranjan Jahagirdar — Product Engineer
Hi! I graduated from the Master of Financial Engineering program at UC Berkeley. Prior to this, I graduated with a double major in computer science and economics from BITS Pilani. I have also passed the FRM Part 1 examination. I previously worked as a Quantitative Strategist at Morgan Stanley. My work primarily involved analysing data to create strategies focused on Asia FX and Rates. I also undertook projects covering US Rates and MBS. Previously I have worked in JP Morgan's Quantitative Research division where I leveraged my programming and machine learning skills to optimize their securities services. I have experience in research organizations, private equity firms and software companies in roles requiring a combination of finance, statistics, data science and programming. I presented my research on market liquidity and oil price shocks during financial crises at the University of Oxford in 2022. Outside work, I served as the global Chief Financial Officer of a social consulting organization, helping to tackle financial and legal challenges to scale our impact all over the world! (To know more go to https://www.180dc.org/). I am interested in quantitative research and trading roles. You can contact me at jahagirdarniranjan@gmail.com/niranjan_jahagirdar@berkeley.edu Technical toolkit: Python q KDB+ Scala Java C++ NumPy Pandas Scikit-learn SQL Bloomberg Terminal
Stackforce AI infers this person is a Quantitative Finance expert with a strong programming background in the financial services industry.
Location: New York, New York, United States
Experience: 2 yrs 2 mos
Skills
- Quantitative Finance
- Programming
- Quantitative Research
- Portfolio Management
- Investment Strategies
- Macroeconomics
- Econometrics
Career Highlights
- Expert in quantitative finance and programming.
- Presented research at the University of Oxford.
- Experience across top financial institutions.
Work Experience
Morgan Stanley
Quantitative Desk Strategist (10 mos)
Quantitative Finance Fall Associate (3 mos)
WorldQuant
Quantitative Research Intern - Intraday Trading (2 mos)
University of California, Berkeley, Haas School of Business
Teaching Assistant (1 mo)
Morgan Stanley
Quantitative Researcher - Macro (EM FX and Rates) (9 mos)
Fixed Income Quant Intern (6 mos)
J.P. Morgan
Quantitative Research Intern (10 mos)
JM Financial Ltd
Quantitative Risk Intern (2 mos)
Birla Institute of Technology and Science, Pilani
Teaching Assistant - Econometrics (4 mos)
Indian School of Business
Quantitative Research Intern - Trading and Finance (1 mo)
Frontier Tower Associates
Investment Analyst Intern (1 mo)
CSIR-CEERI
Research Intern - Deep Learning (2 mos)
Education
Master of Financial Engineering at University of California, Berkeley
Master of Financial Engineering at University of California, Berkeley, Haas School of Business
B.E. Computer Science and M.Sc Economics at Birla Institute of Technology and Science, Pilani
10th ICSE at The Cathedral and John Connon School
