I have three years of working experience as Research Associate for a renowned investment bank of Europe. In that organisation, I extensively worked on designing new portfolios and testing other trading models. These include Modeling of FTSE 100 index value, based on Call and Put option open Interest and Strike Price, Backtesting of Option Spike and Put-Call based trading strategy and Performance tracking of Portfolio of an Investment Bank.
I have worked in two financial institutions in India on such projects. These are Price Modeling of Multiname Basket Credit Default Swap and Modeling for Pricing of European Options using Jump Diffusion Model.
I have worked on the programming languages such as JAVA, C++, Excel and MATLAB.
I am very much interested to work with you as my skillset and passion both match with your project requirement.
Regards...
Man Singh
Eager Analytics