S

Shehzad Hathi

Associate Consultant

Sydney, New South Wales, Australia7 yrs experience
AI EnabledAI ML Practitioner

Key Highlights

  • Expertise in quantitative finance and risk management.
  • Strong background in mathematics and number theory research.
  • Proficient in developing NLP tools for financial applications.
Stackforce AI infers this person is a Quantitative Analyst with expertise in Finance and Mathematics.

Contact

Skills

Core Skills

Quantitative FinanceRisk ManagementMathematicsResearchTeachingOperations ResearchData ScienceNetworkingNatural Language ProcessingBlockchainWeb DevelopmentBusiness Strategy

Other Skills

C++Microsoft ExcelPythonStochastic CalculusAcademic ResearchNumber TheoryPython (Programming Language)Artificial Intelligence (AI)Machine LearningNatural Language Processing (NLP)CryptographyText MiningWeb Content WritingSoftware Documentation3D Printing

About

I am currently a clearing risk quant at ASX. In my previous roles, I have worked as a counterparty credit risk quant at Macquarie Group in Sydney and a front office FX/IR quant also at Macquarie Group. Before joining Finance, I studied mathematics in diverse settings worldwide. I started in electrical engineering but then switched to mathematics and computer science during my undergraduate studies (2012-16) in India (IIT Kanpur). Then, I went to Italy (Padova) and France (Bordeaux) to study mathematics as part of the ALGANT (Algebra, Geometry & Number Theory) Master Program (2016-18). Between my master's degree and PhD, I worked as a blockchain researcher (Dunya Labs) and a data scientist (Fidelity Investments). My PhD was in analytic number theory at UNSW Canberra from 2019-2023. For a more detailed view of my research, you can check out my homepage (https://shehzadhathi.weebly.com/). You can find a brief description of my current work at Macquarie Group in the Experience section below. When not doing number theory or quant finance, I have a keen interest in writing (my blog: https://shehzadhathi.wordpress.com/). To me, writing and mathematics are different but not disparate expressions of creativity. I write about how the world makes sense to me, whether through the rigorous art of mathematics or the more fluid art of storytelling.

Experience

7 yrs
Total Experience
1 yr 11 mos
Average Tenure
3 mos
Current Experience

Asx

Quantitative Analyst

Jan 2026Present · 3 mos · Sydney, New South Wales, Australia

  • Clearing Risk Quant
C++Quantitative FinanceMicrosoft ExcelPythonStochastic CalculusRisk Management

Macquarie group

Senior Analyst

May 2023Jan 2026 · 2 yrs 8 mos · Sydney, New South Wales, Australia

  • Risk Management Group (RMG) division (July 2024 onwards): Worked in the Counterparty Credit Risk (CCR) Modelling team of RMG Credit. I was responsible for developing/improving CCR models on the HPACT platform of Macquarie Group. This platform is used for calibration and backtesting.
  • Commodities and Global Markets (CGM) division (until July 2024): Worked on forex and interest rate-related products like swaps. I was responsible for developing/improving models used for pricing derivatives. I also designed spreadsheets that assess the risk of live and closed-out deals.
C++Quantitative FinanceMicrosoft ExcelPythonStochastic CalculusRisk Management

12thlevel pty ltd

Australian Postgraduate Research (APR) Intern

Jul 2022Jan 2023 · 6 mos · Canberra, Australian Capital Territory, Australia

  • Worked on a training schedule optimisation process for the Australian Defence Force (ADF). It is a combination of the assignment/allocation and the scheduling problem in the field of Operations Research (OR).
  • The solution involved recasting the problem as a set-union knapsack problem (SUKP) and using integer linear programming (ILP).
ResearchOperations ResearchData SciencePython (Programming Language)

Industry mentoring network in stem

Industry Mentee with the Industry Mentoring Network in STEM (IMNIS)

Aug 2021Jul 2022 · 11 mos · Australia

  • Selected among a cohort of STEM PhD students at universities all over Australia. My mentor was Zoe Piper, a Canberra-based entrepreneur, who has founded companies like Ethitrade and Ecolour and is a Canberra Economic Advisory Group member.
  • Learnt networking and other soft skills from Zoe over a period of one year, in addition to understanding how technical and research skills acquired over the course of the PhD can be applied in an industrial setting.
Networking

Unsw canberra

2 roles

Tutor and lab supervisor

Feb 2021Jun 2022 · 1 yr 4 mos

  • Tutor and lab supervisor for university courses like Computational Problem Solving, Mathematical Modelling, Engineering Mathematics, and Discrete Mathematics.
Teaching

Doctoral Student

Sep 2019Mar 2023 · 3 yrs 6 mos

  • Broadly, my area of research is number theory. For detailed info, see my homepage: https://shehzadhathi.weebly.com/
  • Highlights from my current research:
  • Employed the high performance computing cluster at NCI, GADI, for verification of a squarefree approximation to the Goldbach conjecture.
  • Devised highly efficient number theoretic algorithms using sparse matrices to
  • find the best approximation to date in a Linnik–Goldbach problem.
  • A little more explanation of what I do:
  • I study the properties of prime numbers and arithmetic functions - special functions that encode useful properties of natural numbers. A project that I am currently working on is based on the circle method that is often used to estimate the number of representations of natural numbers as sums of primes (or prime powers). I have been using new computational methods in this area to improve upon old results. Besides this, I am also interested in oscillations of certain arithmetic functions and discovering abnormalities (sign changes) in their behaviour. Even here, more recent computational techniques, like the LLL algorithm, can be brought to bear to yield interesting insights.
MathematicsAcademic ResearchNumber TheoryPython (Programming Language)Research

Fidelity investments

Senior Analyst

Jan 2019Aug 2019 · 7 mos · Bengaluru, Karnataka, India

  • Worked for a period of eight months as a data scientist in the Business Analytics and Research Division of Fidelity Investments in Bengaluru.
  • Created customised natural language processing (NLP) tools such as part-of-speech (POS) tagger, and named entity recognition (NER) tagger for the financial domain.
Artificial Intelligence (AI)Data ScienceMachine LearningNatural Language Processing (NLP)Python (Programming Language)Natural Language Processing

Dunya labs

Blockchain Research Intern

Jul 2018Sep 2018 · 2 mos · Bengaluru, Karnataka, India

  • Acquired the necessary technical background for blockchain technologies by reading through papers about consensus protocols, Sybil attack, Byzantine fault tolerance, various signature schemes etc.
  • Worked on secure multiparty computation and its applications, mainly focusing on privacy-preserving genetic testing.
  • Worked on analysis of a public blockchain, especially for address-linking.
CryptographyResearchBlockchain

The galaxy education system

Academic Intern

Jul 2016Aug 2016 · 1 mo · Greater Rajkot Area

  • Teaching internship during Summer 2016 which included special lectures on topics (outside
  • normal curriculum) in mathematics and computer science at the middle and high school level.
Teaching

Fidelity investments

Intern

May 2016Jul 2016 · 2 mos · Bengaluru, Karnataka, India

  • Text mining using natural language processing (NLP) and other statistical methods. Modified algorithms from available computer science literature to achieve the extraction of key parameters and their values from a slide deck.
Text MiningData ScienceNatural Language Processing (NLP)Python (Programming Language)Natural Language Processing

Tifr bombay

Research Intern

Jun 2015Jul 2015 · 1 mo · Mumbai Metropolitan Region

  • Selected through an online screening process for the Visiting Students’ Research Programme (about 20 students are selected nationwide).
  • Submitted a report and gave a seminar on the Representation Theory of Finite Groups as part of the work done at the institute.
Research

Objectify technologies private limited

Executive

Nov 2013May 2015 · 1 yr 6 mos · Greater Lucknow Area

  • Business plan creation for the 3D printing startup (founded in 2013) after conducting a market survey and an evaluation of the strategies used by market-leading companies like Shapeways.
  • Developing the e-platform, right from the SRS (Software Requirements Specification) stage to actual web development, alpha testing and content writing.
  • The startup has currently shifted base to Delhi and is one of India’s forerunners in the field of additive manufacturing.
Web Content WritingSoftware DocumentationBusiness StrategyWeb Development3D Printing

Education

UNSW Canberra

Doctor of Philosophy - PhD — Mathematics

Sep 2019Mar 2023

Indian Institute of Technology, Kanpur

Bachelor of Science - BS — Mathematics and Computer Science

Jan 2012Jan 2016

Université de Bordeaux

Master's degree — Mathematics

Jan 2017Jan 2018

Università degli Studi di Padova

Master's degree — Mathematics

Jan 2016Jan 2018

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