HANUMANTH NAYAK

I've built quantitative models for OTC derivative pricing at Bluestock Fintech, using Monte Carlo simulations and closed-form approximations. I also calibrated Heston and CIR models with maximum likelihood estimation and least-squares optimization.

I architected a backtesting engine for algorithmic trading strategies using Sharpe Ratio, PnL attribution, and Maximum Drawdown metrics, while streamlining data ingestion and simulation pipelines to improve computational efficiency by 25%.

My projects include a scalable OTC Asian options pricing engine under Heston and Bates volatility models, parallelized on Google Cloud. I've also modeled Euribor paths and yield curves with the CIR framework, including sensitivity analysis and stress testing.

I'm pursuing a Ph.D. in Computer Science and hold an M.Sc. in Financial Engineering. I use Python, C++, R, machine learning, stochastic modeling, and financial engineering to develop practical research systems for markets.