Raul Rohatgi

Developing trading strategies and running simulations for deep tech investment appraisal using Python, VBA, and Pine Script. Building productivity applications to manage tasks and projects with C++/CLI.

Built and improved risk analytics models for the securitisation of lifetime mortgages, including evaluation of matching adjustment and the Solvency II Effective Value Test. Worked within the risk analytics team using Riskwatch and C++.

Developed and maintained the BARX trading, life-cycling, and order management platform supporting forex cash and options trading business lines using C++. Designed a real-time rate acquisition server to supply live trades with fixing rates.

Built and supported pricing models for loans, savings, mortgages, and cards using statistical behavioral/demand analysis and discounted cash flow calculations. Led a business analytics modelling team of four and migrated Excel-based models to VBA/C++ to improve delivery time, performance, maintenance, and governance.

Supervised MSc Finance thesis preparation and defence, covering topics such as the financial crisis impact on European private equity and LBO key success factors in emerging markets. Developed and delivered a 15-hour Excel VBA programming course concurrently to three student classes.

Designed and built a Monte Carlo simulation engine to model motorway traffic flow using GIS data and machine learning models. Implemented the simulation using C++ for a logistics startup.

Developed and supported a commodities algorithmic trading system used by energy traders. Collaborated on the design and development of gas and electricity algo trading strategies using C#.

Developed and maintained an Automated Market Making (AMM) platform supporting equity, equity derivatives, and commodity derivatives trading desks using Java 8. Built a portfolio component verification tool that helped identify an error in the makeup of a widely marketed index portfolio.

Developed and maintained middleware supporting various UI platforms for the Fixed Income Structured Products Group. Provided ongoing support and enhancements to trading infrastructure using C++.

Supervised MSc Finance thesis preparation and defence, covering topics such as the financial crisis impact on European private equity and LBO key success factors in emerging markets. Developed and delivered a 15-hour Excel VBA programming course concurrently to three student classes.

Completed the online certificate Introduction to Robotics, covering coordinate frames, kinematics, velocity, body dynamics, and joint control.

Completed an MBA with a focus on Finance at INSEAD.

Completed the online certificate Learning From Data, covering introductory machine learning concepts such as VC dimension, bias/variance, SVMs, and radial basis functions.

Grade: First Class Honours

Studied Engineering Science with specialization in Electronics and Control Theory, graduating with First Class Honours. Final year project involved designing a digital controller for civil aviation aircraft using a Fortran-based aircraft dynamics model.

Completed the online certificate Machine Learning, including linear and logistic regression, neural networks, and recommender systems (Matlab/Octave).

Grade: with honors

Completed Applied Data Science I: Scientific Computing & Python (with honors).

Grade: with honors

Completed Applied Data Science II: Machine Learning & Statistical Analysis (with honors).

Grade: First Class Honours

Studied Engineering Science with specialization in Electronics and Control Theory, graduating with First Class Honours. Final year project involved designing a digital controller for civil aviation aircraft using a Fortran-based aircraft dynamics model.

Completed the online certificate Pricing Options with Mathematical Models.