Varun Chandra Gupta

Product Manager

Brooklyn, New York, United States2 yrs 3 mos experience

Most Likely To Switch

Key Highlights

Expert in quantitative finance and portfolio optimization.
Proven track record in developing scalable financial models.
Strong programming skills in Python, C++, and Java.

Stackforce AI infers this person is a Fintech Quantitative Developer with strong software engineering capabilities.

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Skills

Core Skills

Quantitative ResearchPortfolio OptimizationFinancial Software DevelopmentTechnology Engineering

Other Skills

DurationConvexityMonte Carlo SimulationsSystem Design & ArchitectureSQLMachine LearningStress TestingBenchmarkingAutomated TestingNumerix SDKFunctional AnalysisPortfolio ManagementStock AnalysisValuation ModelsWeb Development

Experience

Conning

Quantitative Developer/ Strategist

Sep 2024 – Present · 1 yr 7 mos · New York, New York, United States · Hybrid

1. Executing FX hedges with forwards & managing treasury portfolio by selecting bonds aligned to benchmark duration & convexity
2. Developing a modular, scalable architecture for Conning’s ALM model, using Monte Carlo sims., vectorization & multiprocessing, to stress test and reduce portfolio VaR, convexly optimize them on Hedge Ratio, & using BBG’s REST API to retrieve index & bond data for CF attribution
3. Implemented an automated solution for termsheet creation of SPX, NDX, & Custom Indexes, achieving 20x faster processing
4. Pricing of European calls for GS Grand Prix, Invesco IIPEAK & Citi Aria Indexes & enhancing their trade execution process

DurationConvexityMonte Carlo SimulationsPortfolio OptimizationSystem Design & ArchitectureSQL+2

Numerix

Financial Validation Engineer

Jun 2023 – Aug 2023 · 2 mos · New York, New York, United States

Implemented stress testing of derivative pricing methods & benchmarking for Greeks, XVAs and curve calibrations
Programmed automated tests (Greeks Smoothening) across IR, FX, & Commodities by leveraging the Numerix SDK

Stress TestingBenchmarkingAutomated TestingNumerix SDKQuantitative Research

New york university

2 roles

Vice President, Bulls & Bears Finance Club

Sep 2022 – May 2023 · 8 mos

Bloomberg Graduate Assistant

Sep 2022 – Dec 2022 · 3 mos

Icici prudential amc ltd

Financial Software Developer

Jun 2021 – Apr 2022 · 10 mos · Mumbai, Maharashtra, India

Developed components and performed functional analysis for ICICI Mutual Fund Investment web and mobile platform
Understood portfolio management techniques and developed insights into stock analysis methods and valuation models

Functional AnalysisPortfolio ManagementStock AnalysisValuation ModelsFinancial Software Development

Rinira technologies pvt. ltd

Technology Engineer

Apr 2019 – Jun 2019 · 2 mos · Mumbai, Maharashtra, India

Developed a website to facilitate technical analysis of stocks by providing research tools & charting data for the user’s portfolio
Constructed a Web crawler in Python to extract stock information like financial indicators & ratios from open-source databases

Web DevelopmentTechnical AnalysisWeb CrawlingPythonTechnology Engineering