Suhas D. Heeraskar

Business Analyst

India13 yrs 9 mos experience

Most Likely To SwitchHighly Stable

Key Highlights

Expert in financial modeling and option strategies.
Proficient in Python for data processing and analysis.
Strong background in software development for network virtualization.

Stackforce AI infers this person is a Fintech and Software Development expert with strong capabilities in financial engineering and network virtualization.

Contact

suhasdheeraskar1988@gmail.com LinkedIn

Skills

Core Skills

Financial EngineeringSoftware Development

Other Skills

ARPAlgorithmsAsynchronous programmingBlack scholes Merton modelCC++CUDACassandraCore JavaDHCPData CenterData Center ArchitectureData Center InfrastructureData Center VirtualizationData Structures

Experience

13 yrs 9 mos

Total Experience

3 yrs 9 mos

Average Tenure

4 yrs 11 mos

Current Experience

Tauros hedgefunds pvt ltd

2 roles

Quantitative Derivatives specialist

Promoted

Jun 2021 – Present · 4 yrs 11 mos · Bengaluru, Karnataka, India

●Proficient in Option contracts, impact of option greeks on deployed option
strategies.
●I have hands-on experience in managing the option portfolios, especially
multi-legged. Well experienced in adjustment of option strategies to manage the
risk profiles.
●Well experienced in Monte-carlo Simulations, Geometric Brownian Motion for
stock path projection, Markovian Model for state transition probability, BSM
model for European Option pricing.
●I have architected and built a multistock system to process several stocks
using Python, Pandas Dataframes, Numpy, MySQL database for storage, ZMQ
IPC among component communications & Python-multithreading for parallel
data accessing & Processing.
●Realtime Conversion of tick price to candle formats of different
timeframes.
●Realtime & concurrent calculations of statistical indicators ranging
from different moving averages to using Geometric Brownian
Motion for stock price path projection, Markovian process for
probabilistic expected state change.
●Designed and implemented several features like tracking real-time
Open interest, volumes, Put/Call ratio, option max-pain.
●Created Option-chain system to track real-time value of Option
call/put premiums, Option Greeks Delta, Theta and Vega, Delta as
probability of ITM etc.
●Real-time projection of options intrinsic value of entire
Option-chain of both Put-Call to its approximate settlement w.r.t
expiry time.
●Options contracts intrinsic value pointing to approximate
settlement value of underlying security as time tends to expiry.
Option Portfolios Implementations:
●Implemented several option strategies with Defined-Risk-Profiles,
●Strategy executions were based on option greeks like Delta as
Probability of ITM/OTM, Theta factor and Implied Volatility
●Vertical spreads: Credit Call/Put Spreads.
○Multi-legged spreads: Iron-condors, Iron-fly, butter-fly, call/put box.
○Designed and developed pay-off graphs to show the risk profile of
option strategies deployed.

Option contractsMonte-carlo SimulationsGeometric Brownian MotionPythonPandasNumpy+5

Project Lead

Jun 2021 – Apr 2025 · 3 yrs 10 mos · Bengaluru, Karnataka, India

Cisco

Software Engineer III

Mar 2016 – Oct 2022 · 6 yrs 7 mos · Bangalore

Worked as software development Engineer on L3 datapath for Cisco forwarding hardwares including ASR-ESP100/200, ASR-ESP100x/200x. I took the responsibility of enabling the ASCI and FPGA based datapath aggregator/distributor hardwares.

One convergence, inc

Software Engineer

Jun 2014 – Feb 2016 · 1 yr 8 mos · Hyderabad Area, India

Worked with the development team on the product ”Network virtualization and
service delivery”(NVSD, SDN controller) for OpenStack Datacenters.
Worked with Dev team on the product Network Services Delivery(Network Services life cycle automation in openstack) supported on NVSD, Cisco ACI/APIC