Vivek Srivastava — VP of Engineering

// Quantitative Analyst with exceptional skills in quantitative finance and development, currently responsible for the development of Quantitative Solutions using C++/C# & Python for portfolio managers // Master(s) in financial engineering & quantitative finance (STEM) with 10 years of experience in tier 1 firms (GE Capital Treasury, DE Shaw, Moody’s Analytics) and circa. ~3 years of experience as a software developer on independent projects // Previously worked on all phases of model life cycle. Technologies I worked with - - C/C++, Python, MATLAB, R, C# - Flask, REST, Grafana, Version control- Github, Fast API, Bitbucket, TDD, TeamCity & Jenkins for CI/CD, Unit Tests, CSS, HTML - JIRA & Confluence - Numpy, Pandas and Matplotlib, STL - XML/JSON, Linux, Docker - Experience in SQL (Microsoft SQL/ MySQL/PostGre SQL), NoSQL // Strong experience in financial software development using Advanced Python, C/C++, R, VBA, MATLAB & Shell using OOP methodologies, standard frameworks, and open-source APIs. // Built tools using Python, C++/C# focused on Valuation providing front office (valuation teams & traders) access-controlled interactive applications to generate on-demand analytics // Experience in managing local resources, leading teams, hiring, talent retention, mentoring of Quantitative Analysts & developers. // Innovative, dynamic and resourceful individual with step-up-to-task leadership skills, and proven track record in adding value in a high-pressure environment. Experienced in stakeholder management and conflict resolution with level setting communication. // Good understanding of securities lending, Portfolio optimization, Exotic derivatives pricing, Black Scholes & Binomial models, Monte Carlo Simulations and Stochastic Calculus. Experienced in FX, IR and Commodities exposure hedging using complex stochastic quantitative finance models

Stackforce AI infers this person is a Fintech expert specializing in quantitative finance and risk analytics.

Experience: 11 yrs 6 mos