Shreya Pandey

At WorldQuant BRAIN, I designed and evaluated factor-based alpha ideas using fundamental and sentiment data, then backtested signals and analysed performance metrics. I was promoted to Consultant level.

In my option-pricing research, I study discrete-time asset-pricing models and arbitrage theory, using martingale methods for pricing and hedging.

My insurance risk-modelling research covers classical risk processes, surplus dynamics, ruin probabilities, and claim-size distributions. For time-series analysis, I analysed ARMA-type models and statistical inference for dependent data using Python.

I contributed the core idea for a Galton–Watson / Random-Walk simulation exploring stochastic-process behaviour for the Stochastic Processes on Networks competition. I’m an Integrated PhD student in Mathematics at IISER Pune, interested in quantitative research, risk analytics, equity research, and financial modelling.