Rahul Gupta

Software Engineer

Singapore, Singapore14 yrs experience

Most Likely To SwitchAI Enabled

Key Highlights

Confluent Kafka Certified Developer with strong financial domain expertise.
Proven track record in risk modeling and quantitative development.
Experienced in designing and implementing complex financial tools.

Stackforce AI infers this person is a Fintech professional with expertise in risk modeling and quantitative analysis.

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Skills

Core Skills

Risk ModelingOptions Modelling

Other Skills

AI PromptingAJAXASP.NETApache KafkaArtificial Intelligence (AI)BashCC#C++CassandraDatabase DesignDatabasesEquitiesFactor Model InfrastructureHTML

About

Technical Skills: Confluent Kafka Certified Developer, Python, pandas, PySpark, Perl, Shell, Unix Financial Domain Skills: Factor Models, Risk Modeling, Equities, Risk Management Beginner in DataScience DevOps: Git, Jira, Airflow, Tidal, TeamCity, Octopus Production Support

Experience

Millennium

2 roles

Quantitative Developer

Mar 2022 – Present · 4 yrs

Software Engineer

Oct 2018 – Mar 2022 · 3 yrs 5 mos

Sapient global markets

3 roles

Senior Associate Technology

Apr 2017 – Sep 2018 · 1 yr 5 mos

Risk Modeling Team

Apr 2016 – Apr 2017 · 1 yr

Worked with Risk Managers and Quantitative Research team of leading Hedge fund in the world.
Designed and implemented the customised Options modelling through Risk Metrics(MSCI) for Europe and Asia Options trading desk.
Designed and implemented Intraday Hedge Beta overrides tool for equity quantitative research team.
Complete setup of Factor Model infrastructure for different business in the Firm.

Risk ModelingOptions ModellingFactor Model Infrastructure

Associate Technology

Feb 2012 – Apr 2016 · 4 yrs 2 mos

Worked on server side development for Citadel's Risk Management Team
Responsible for mantainance and enhancement of Equity Factor Models used by Traders for Beta Hedging.
Developed various Risk reports for Risk Managers.
Responsible for smooth functioning of overnight Risk workflows which runs through various vendors like (RiskMetrics, Finanalytica etc.)