Garvit Bhada
Lead Quant (Rates/FX) at Wells Fargo
- Role
- Lead Quant at Wells Fargo
- Location
- Bengaluru, KA, IN
- LinkedIn followers
- 500 followers
About Garvit Bhada
Lead FO quant with hands on trading model development and risk analytics experience. Extremely passionate about financial markets and AI ML applications. Functional -> Rates and FX products•Market risk modeling •Trading algos •Index and equity derivatives •Fixed income and structured products •Portfolio risk analytics •Pricing •Market microstructure •Systematic/discretionary trading •Dynamic hedging •Market makingSoftwares -> •Python (Expert) – cython, concurrency & asynchronous programming, metaprogramming, CI/CD, dockerization, market data pipelines, Quantlib (pricing and sensitivities), ML libs, API development•Java (Intermediate) •SQL Database development •Git Modeling -> •Econometrics •Bayesian/Frequentist stats •Simulations• Machine Learning •Optimization methods
Experience
Lead Quant
Nov 2022 — Present · Bengaluru, IN
Working as a quant model developer on next generation pricing and risk analytics platform
Education
Indian Institute of Technology, Kharagpur
Master of Science - MS, Economics
2015 — 2017
Indian Institute of Technology, Kharagpur
Bachelor of Science (B.Sc.), Economics
2012 — 2015
Skills
- R
- Econometric Modeling
- Investments
- Matlab
- Mergers & Acquisitions
- Financial Analysis
- Finance
- Microsoft Excel
- Capital Markets
- Data Analysis
- Powerpoint
- Portfolio Management
- Trading
- Stata
- Sql
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