Sourabh Kulhari — Associate Consultant

I’m a C++ developer building high-performance infrastructure for options pricing and volatility modeling at scale. - Volatility Modeling & Pricing Infrastructure I work extensively on volatility surface modeling — including models that capture the wings of the surface, models for vol dynamics, and those based on volatility–moneyness and moneyness–delta relationships. These models are integrated with optimization engines using Levmar and NLopt to generate robust, production-grade fits used directly in quoting and hitting systems. - Options Trading & Control Environment I’ve also been a key contributor to the development of a full-fledged options trading and control environment — purpose-built to offer powerful execution through modular components like quoters, hitters, special execution algorithms, and hedgers. This system allows traders to operate using their own volatility surface models and custom spans logic, making it a highly adaptable system for individual strategies, with fast onboarding: new traders can get up and running by implementing their own volatility model and spans logic — with everything else (pricing, visualization, execution) handled seamlessly by the environment. Through rich, real-time GUIs, traders get grid-style views of market data, fitted volatility surfaces, Black-Scholes prices, and Greeks. They can dynamically adjust their fits, monitor market stance, and take immediate action with tools like one-click cancel-all and granular order controls. Special execution algorithms enable robust execution of complex objectives across configurable option buckets with strict edge constraints in basis points. Together, these systems combine deep modeling infrastructure with flexible, high-performance execution, bridging research and trading in a scalable, production-grade environment. Let’s connect if you want to talk C++, quant finance, or clever ways to model the market and life.

Stackforce AI infers this person is a Fintech professional specializing in high-performance trading systems and quantitative finance.

Location: Rajasthan, India

Experience: 3 yrs 6 mos