C

Chaitanya Amdekar

CEO

New York, New York, United States15 yrs 2 mos experience
Most Likely To SwitchHighly Stable

Key Highlights

  • Vice President at Goldman Sachs with extensive FX expertise.
  • Developed innovative portfolio compression algorithms.
  • Strong foundation in quantitative finance and programming.
Stackforce AI infers this person is a Fintech expert with strong quantitative finance and programming skills.

Contact

LinkedIn

Skills

Core Skills

DerivativesQuantitative FinanceAlgorithmsData AnalysisProgrammingSoftware Development

Other Skills

FX OptionsEmerging Markets RatesPortfolio compression algorithmTime-series analysis toolsTime-series analysisMarket overview reportsX-Asset Portfolio AnalysisC++Video encodingObject-Oriented Programming (OOP)Machine Learning AlgorithmsMonte Carlo SimulationFixed IncomeStochastic CalculusInterest Rate Derivatives

Experience

15 yrs 2 mos
Total Experience
5 yrs
Average Tenure
10 yrs 2 mos
Current Experience

Goldman sachs

3 roles

Vice President

Promoted

Jan 2018 – Present · 8 yrs 4 mos

  • FX and Emerging Markets Strategist focused on auto-quoting and derivative product quoting for FX Options and Emerging Markets Rates businesses in NY
FX OptionsEmerging Markets RatesDerivativesQuantitative Finance

Associate

Feb 2016 – Dec 2017 · 1 yr 10 mos

  • Currency Options Strategist

Securities Strategist Intern

Jun 2015 – Aug 2015 · 2 mos · New York City Metropolitan Area

  • Currency Options Strategist Intern

Deutsche bank

2 roles

Associate

Promoted

Feb 2013 – Jul 2014 · 1 yr 5 mos · Mumbai

  • Developed portfolio compression algorithm to compress portfolio of interest rate swaps and cross-currency swaps. Led a team of analysts to deliver projects related to time-series analysis tools.
Portfolio compression algorithmTime-series analysis toolsQuantitative FinanceAlgorithms

Analyst

Aug 2010 – Jan 2013 · 2 yrs 5 mos · Mumbai

  • Market overview reports on rates products, X-Asset Portfolio Analysis involving pricing and risk analysis of bonds, inflation linkers, interest rates products and inflation products
Market overview reportsX-Asset Portfolio AnalysisQuantitative FinanceData Analysis

Adobe systems

Member Of Technical Staff

Jun 2009 – Aug 2010 · 1 yr 2 mos · Noida

  • Programmed in C++ using boost libraries in video encoding product Adobe Media Encoder.
  • Worked on 1.0 collaborative script writing service Adobe Story.
C++Video encodingProgrammingSoftware Development

Education

Indian Institute of Technology, Bombay

B.Tech. — Computer Science & Engineering

Jan 2005 – Jan 2009

Carnegie Mellon University - Tepper School of Business

Master’s Degree — Computational Finance

Jan 2014 – Jan 2015

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