Vaibhav Pednekar

Data Scientist

New York, New York, United States11 yrs 2 mos experience

Most Likely To SwitchHighly Stable

Key Highlights

Valedictorian of MFE program at UC Berkeley
Passed all 3 levels of CFA exam
Strong background in Derivatives Pricing and Econometrics

Stackforce AI infers this person is a Fintech professional with expertise in derivatives pricing and machine learning.

Contact

vaibhav.vp91@gmail.com LinkedIn

Skills

Core Skills

Machine LearningEquity Derivatives

Other Skills

C++Deep Reinforcement LearningJavaFxPython

About

I am the valedictorian of the MFE program at UC Berkeley. I have cleared all 3 levels of the CFA exam and have a strong background in Derivatives Pricing and Econometrics.

Experience

Millennium

Data Scientist

Jun 2021 – Present · 4 yrs 9 mos · New York, United States

Aim2

Data Scientist

Jun 2019 – Jun 2021 · 2 yrs · Austin, Texas Metropolitan Area

Building Deep Reinforcement learning driven Rates Market making product

Morgan stanley

Intern | Equity Derivatives Structuring

Nov 2018 – Jan 2019 · 2 mos · New York City Metropolitan Area

Priced exotic products (Viz: Auto-Callable; Equity Linked Note) using inhouse pricing tools
Developed a GUI in JavaFx to price Issuer Callable
Built a python model to construct a Vol-target index

PythonJavaFxEquity Derivatives

Deutsche bank

Associate | Equity Exotics Trading

Nov 2015 – Jan 2018 · 2 yrs 2 mos

Quoted secondary market prices for structured product trades
Conducted scenario analysis for the trading books’ risk and PNL before Global Macro events
Developed a tool to capture skew and term structure of historical Implied Volatility

Equity Derivatives