H

HANMANTH NAYAK M.

Software Engineer

Hyderabad, Telangana, India0 mo experience
AI EnabledAI ML Practitioner

Key Highlights

  • Strong foundation in quantitative finance and computational modeling.
  • Experience in developing and backtesting quantitative models.
  • Interdisciplinary background combining finance and technology.
Stackforce AI infers this person is a Fintech professional with expertise in quantitative finance and algorithmic trading.

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Skills

Core Skills

Quantitative FinanceAlgorithmic Strategy Development

Other Skills

AlgorithmsAlpha GenerationAnalytical SkillsAnalyze InformationArtificial Intelligence (AI)Attention to DetailAutomated TradingBacktestingBond PricingC (Programming Language)C++Capital MarketsCode DesignComputer ForensicsComputer Science

About

Master of Computer Applications (MCA) graduate from the Central University of Himachal Pradesh with a strong foundation in quantitative finance, computational modeling, and software development. My interdisciplinary academic background includes an MSc in Financial Engineering from WorldQuant University and an MA in History from the University of Hyderabad, enabling a unique blend of analytical rigor and broad contextual understanding. Previously, as a Software Engineer Intern at Bluestock™, I contributed to the design and backtesting of quantitative derivative models using stochastic simulations. Worked on Heston and CIR model calibrations across multiple asset classes and supported the creation of trading logic and strategy evaluation frameworks. Core competencies include electronic trading systems, mathematical statistics, and algorithmic strategy development, with a passion for applying computational expertise to develop innovative, data-driven solutions in finance and technology.

Experience

0 mo
Total Experience
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Average Tenure
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Current Experience

Bluestock™🔺

Software Engineer Intern

May 2025Jun 2025 · 1 mo

  • Developed and backtested quantitative models for derivatives, enhancing predictive accuracy through stochastic simulations.
  • Implemented calibration techniques for Heston and CIR models across various asset classes, improving model reliability.
  • Built and evaluated personal trading logic based on model outputs, leading to optimized strategy performance.
Quantitative ModelsStochastic SimulationsModel CalibrationTrading LogicStrategy EvaluationQuantitative Finance+1

Education

WorldQuant University

Master's degree — FINANCIAL ENGINEERING

Jul 2023Present

Central University of Himachal Pradesh

Master of Computer Applications — Computer Applications

Sep 2023Jul 2025

University of Hyderabad

Master of Arts - MA — History

Jul 2015Jun 2022

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