Astitva Chaudhary

Associate Consultant

Lucknow, Uttar Pradesh, India3 yrs 11 mos experience

Most Likely To SwitchHighly Stable

Key Highlights

Expert in quantitative analysis and data science.
Proficient in machine learning and deep learning techniques.
Strong background in financial modeling and risk assessment.

Stackforce AI infers this person is a Data Science and Quantitative Analysis expert in the Fintech sector.

Contact

Skills

Core Skills

Quantitative AnalysisData ScienceMachine Learning

Other Skills

Autodesk Fusion 360Autodesk InventorC (Programming Language)C++Convolutional Neural Networks (CNN)Data AnalysisDeep LearningDeep Neural Networks (DNN)GNU OctaveGitJavaKerasMATLABMicrosoft ExcelNeural Networks

About

Hello, this is Astitva Chaudhary this side! Currently, I am a Quantitative Strategist Associate in the New York Option Strats team at Morgan Stanley. I am interested in the fields of Machine Learning, Deep Learning, Data Science, and Quantitative Analysis and Finance. I am also an avid reader of novels. I have followed many authors, Amish, Ashwin Sanghi, Krishna Udayasankar, Alex Rutherford, Stephen Chbosky, Cassandra Clare, John Green, Rick Riordan, JK Rowling, James Dashner to name a few! So, if you would like to talk about interesting developments in the above fields or know a good book to read (or otherwise), hit me up, would love to chat! :)

Experience

3 yrs 11 mos

Total Experience

3 yrs 11 mos

Average Tenure

3 yrs 11 mos

Current Experience

Morgan stanley

2 roles

Senior Associate, Fixed Income Division

Promoted

Jan 2024 – Present · 2 yrs 5 mos · Mumbai, Maharashtra, India

Senior Quantitative Strategist Associate
Ad hoc trader requests/analysis, fixing pricing models, model
enhancements, adding functionalities, creating risk model
calibrators/infra/tools, pricing library migrations, all around
troubleshooting.

Stochastic CalculusPython (Programming Language)Data AnalysisQuantitative AnalysisData Science

Associate, Fixed Income Division

Jul 2022 – Jan 2024 · 1 yr 6 mos · Mumbai, Maharashtra, India

Quantitative Strategist Associate, part of the New York Interest Rates Option Strats team.
Fixing pricing models, adding functionalities, creating risk infra/tools, all around troubleshooting.

Stochastic CalculusPython (Programming Language)Data AnalysisQuantitative AnalysisData Science

Dfy graviti technologies private ltd

Data Science Intern

Jan 2021 – Apr 2021 · 3 mos · Remote

Extracted trajectory information from AIS data for maritime applications with the objective of characterizing anomalous behavior patterns of naval vessels.
Worked on algorithms to compress the Automatic Identification System (AIS) data that represents trajectories of ships containing large number of datapoints.
Implemented various algorithms to compress the trajectories, modified and implemented the STTrace algorithm.
Implemented methods to interpolate to original data with minimal loss of data.
Developed an evolutionary algorithm based on DBSCAN and HDBSCAN to characterize waypoints, shipping lanes and routes from spatio-temporal AIS data.

Python (Programming Language)Data AnalysisMachine LearningData Science