Gowri Jayaprakash

Associate Consultant

Mumbai, Maharashtra, India6 yrs 10 mos experience
Most Likely To Switch

Key Highlights

  • Developed an MS Teams Chatbot for HR data insights.
  • Implemented advanced option pricing models for financial analysis.
  • Led a team to organize a major departmental fest.
Stackforce AI infers this person is a Fintech and SaaS professional with strong quantitative and programming skills.

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Skills

Core Skills

Portfolio OptimizationFinancial ResearchProgramming ConceptsOption Pricing ModelsStochastic Calculus

Other Skills

C++CommunicationConvolutional Neural Networks (CNN)Data AnalysisDeep LearningDerivativesGitMachine LearningMacroMathematicsMicrosoft Bot Framework SDKMicrosoft ExcelMicrosoft PowerPointMicrosoft WordObject-Oriented Programming (OOP)

Experience

6 yrs 10 mos
Total Experience
1 yr 3 mos
Average Tenure
1 yr 10 mos
Current Experience

Millennium

Portfolio Researcher

Aug 2024Present · 1 yr 10 mos · Mumbai Metropolitan Region, India · On-site

Jpmorgan chase & co.

Quantitative Researcher

Jul 2022Jul 2024 · 2 yrs

MacroPortfolio OptimizationTrading StrategiesFinancial Research

Microsoft

Software Engineer

May 2021Jul 2021 · 2 mos · Hyderabad, Telangana, India

  • Team: HR Data Insights
  • Designed & implemented an MS Teams Chatbot using Microsoft Bot Framework SDK to automate and ease the subscriber support process by offloading most frequently asked queries on data refresh, dataset availability, etc, and also enable querying the metadata in CosmosDB using SQL API for authorized users.
  • Created metadata extractor APIs for ADLS Gen2 to get the entity structure, schema of the data files, and display entities with certain attribute keywords, and completed the end-to-end integration with the bot. This integration will help new subscribers understand data attributes present in the data lake.
  • Demonstrated ability in estimating development time, made relevant changes after creating an MVP using feedback from 100+ beta users.
  • Enhanced user experience and reduced onboarding time for users from 20+ business groups, alongside saving 800+ man-hours annually for the team.
Programming Concepts

Iit kharagpur - vinod gupta school of management

Quant Research | Bachelor Thesis

Oct 2020Mar 2021 · 5 mos

  • A Cross Country Examination of Performance of Lattice-Based Option Pricing Models under the GARCH jump processes
  • Implemented the lattice-based GARCH jump model for pricing European options to capture the behaviour of asset price returns more appropriately. This model was tested on a dataset consisting of daily returns for the major indices like SPX, NIFTY, FTSE, and HSI.
  • Constructed a multinomial pricing tree to implement the GARCH pricing model with constant variance assumption over each subinterval in a day.
  • Obtained results were compared with the benchmark model (Black Scholes), and the performance across various moneyness and time to maturities was recorded.
Option Pricing ModelsStochastic CalculusProgramming Concepts

Brown university

Summer Research Intern

May 2020Jul 2020 · 2 mos · Rhode Island, United States

  • Extracted binary gridded data (temperature and rainfall) for the past 60 years, from the Indian Meteorological Department website and converted them to an easily accessible CSV format to understand and compare the trend, seasonality, cyclicity, and irregularity in the data.
  • Created static and dynamic visualizations of the dataset using bokeh, geopandas, basemap, and folium, and performed time series analysis and causality tests to determine the relationship with each other and also some extreme climate events.

Indian institute of technology, kharagpur

Research Assistant

Oct 2019Mar 2020 · 5 mos

  • Construction of an in-house Horizontal Axis Wind Turbine | Prof. Nabanita Dutta, OENA
  • Collaborated with engineers and professors from 5 departments for the design of a cost-effective 250W rooftop HAWT under a budget of INR 3 lakhs.
  • Worked out calculations for the selection of suitable airfoil for the blade cross-sections, creating the concentrator design, blade sizing according to rated power, and weather data analysis.

Naroes(naval architecture and ocean engineering society)

General Secretary

Jul 2019May 2020 · 10 mos · IIT Kharagpur

  • Supervised a 3-tier team of 30 students to successfully plan & organise "Samudramanthan"-the annual departmental fest of OENA with 500+ participants.
  • Managed annual budget of INR 1.5 Lakhs for efficient inventory & logistics management for the fest, and for the year round activities of the society.
  • Networked with 10+ speakers and judges to conduct events impacting 1000+ students; Ideated 2 new water robotics events and its governing rules.
Oral CommunicationCommunication

Deeppulse

Data Analyst

May 2019Jul 2019 · 2 mos

  • Automated the web browser using selenium and scrapy to extract and create a database of used cars from over 500 middle-east based car retailers’ websites.
  • Applied data pre-processing techniques to the dataset and implemented classification techniques such as Logistic regression and K-nearest neighbours.
  • Analysed the data and provided recommendations for 50+ clients, identified potential competitors and partnerships relevant for the company’s assets.

Sn/ig hall of residance, iit kharagpur

Secretary, Entertainment

Jul 2018Apr 2019 · 9 mos

Technology filmmaking and photography society, iit kharagpur

Screenwriter

Aug 2017May 2019 · 1 yr 9 mos · Kharagpur Area, India

Education

Indian Institute of Technology, Kharagpur

Bachelor's degree — Ocean Engineering

Jan 2017Jan 2022

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