Building real-time risk systems at Goldman Sachs. CFA Level I passed. NIT Warangal CSE. Passionate about quantitative finance and high-performance C++.
Where I've worked
Building robust intraday risk monitoring systems.
Part of the Intraday Risk team building systems for real-time monitoring of prime-brokerage client exposures. Work spans C++ risk engines, React dashboards on Kubernetes, and Python automation across equities, FX, and fixed income.
Developed and calibrated pricing models for interest rate derivatives, validating theoretical results against production outputs in the IRP Strats division.
What I've built
Side projects spanning quantitative finance, machine learning, and developer tooling.
European option pricing using Black–Scholes, Binomial Tree, and Monte Carlo methods. Computes all Greeks (Δ, Γ, ν, θ, ρ) for hedging analysis. Finite-difference PDE methods for path-dependent derivatives.
Multimodal deep learning model combining BERT + ResNet for visual question answering. Integrated ConceptNet knowledge graphs to enhance image–text semantic understanding. Fine-tuned on VQA dataset.
High-performance Streamlit quiz app with 233 vignettes and 1,676 practice questions. Dual grading system: Gemini AI grading + offline local fallback. Interactive dashboard with live accuracy charts.
A modular algorithmic trading system designed for equities. Implements custom core execution modules, data pipelines, and utility functions for algorithmic operations.
What I work with
Verified credentials
Lifelong learning across quant finance, ML, and software engineering.
Academic background
Achievements
Get in touch
Open to interesting conversations about quant finance, systems engineering, or CFA prep.
Reach out via email or find me on the web:
shantanuhumbe@gmail.com