Abhijit Bera

Quantitative Finance Researcher | Risk Analysis & Time-Series Modeling | Derivatives Pricing | Computational Physics & Stochastic Modeling | AI & Data Science for Finance Finance

Role
Independent Quant Project at Citi
Location
Houston, TX, US
LinkedIn followers
500 followers

About Abhijit Bera

I am a quantitative researcher with 6+ years of experience applying mathematical…

Experience

  1. Independent Quant Project

    Citi

    Aug 2024 — Present

    IMC Prosperity 3 Trading Challenge: Global rank implemented real-time trading strategies. Forecasting Market Risk: Built ARCH/GARCH/EWMA models with high predictive accuracy. Comprehensive Risk Modeling: Designed VaR/ES frameworks under Basel Derivative Pricing Models: Developed Python-based option pricing and Greeks calculators.

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Abhijit Bera — Independent Quant Project at Citi in Houston, TX, US | Unifers