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Nomya Mahana

@nomyamahana

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Aspiring quantitative analyst with expertise in financial mathematics.

United Kingdom

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What I'm looking for

I am looking for opportunities that foster growth, innovation, and collaboration in quantitative finance.

I am a dedicated and detail-oriented aspiring quantitative analyst currently pursuing my M.Sc. in Financial Mathematics at King’s College London. My academic journey has equipped me with a strong foundation in probability theory, risk valuation, and computational methods, particularly in Python and C++. I have a keen interest in applying these skills to real-world financial challenges, especially in the realm of algorithmic trading.

During my internship at Divinion Investment, I enhanced volatility surface modeling for equity options, utilizing Dupire’s Local Volatility Model to achieve more accurate pricing. My analytical skills were further demonstrated through my research on post-earnings implied volatility movements, where I identified significant volatility spikes that could inform trading strategies. Additionally, my experience as a Research Analyst at Options Group allowed me to streamline data processes and improve reporting accuracy, showcasing my ability to leverage technology for efficiency.

Experience

Work history, roles, and key accomplishments

Quantitative Analyst

Divinion Investment

Nov 2024 - Mar 2025 (4 months)

Enhanced volatility surface modeling in Python for equity options, capturing smiles, skews, and term structures, and applied Dupire's Local Volatility Model for more accurate pricing. Analyzed post-earnings implied volatility movement across 57 listed firms using Python, identifying consistent volatility spikes >20% in nearly 65% of cases. Streamlined recurring BAU tasks by developing Python scrip

Python Dupire'S Local Volatility Model Option Chain Data Data Extraction Data Cleaning

Research Analyst

Options Group

Apr 2022 - May 2023 (1 year 1 month)

Managed and maintained SQL-based databases, tracking global trading desk structures, quant team hierarchies, and strategy mandates for hedge funds and prop firms. Built Excel dashboards with automated pivot reports and trend visualizations, reducing manual reporting effort by 40%. Cleaned, processed, and visualized 10,000+ rows of firm-level and personnel data monthly, improving data retrieval spe

SQL Excel Data Visualization Data Processing Market Intelligence Reporting

Education

Degrees, certifications, and relevant coursework

King's College London

M.Sc. Financial Mathematics, Financial Mathematics

Pursued a Master of Science in Financial Mathematics, focusing on advanced topics such as Probability Theory, Risk Neutral Valuation, and Statistics in Finance. Gained expertise in Numerical and Computational Methods in Finance using Python, and studied Financial Markets, C++ for Financial Mathematics, Machine Learning, and Stochastic Control with applications to Algorithmic Trading.

St. Xavier's College, Mumbai

B.Sc. Physics, Physics

Grade: 9.34 CGPA

Completed a Bachelor of Science in Physics, achieving a CGPA of 9.34. Coursework included Calculus, Algebra, Discrete Mathematics, Mathematical Physics, Classical Mechanics, Statistical Mechanics, and Quantum Mechanics. Conducted a dissertation on analyzing star cluster evolution using Python.