Mrityunjay Balkrishnan

About Mrityunjay Balkrishnan

Quantitative Researcher and Consultant specializing in high-frequency trading (HFT) infrastructure, market microstructure, and algorithmic execution. Currently at Deloitte, I focus on building high-performance financial models, stochastic models development in derivatives pricing and Agentic AI workflows for complex risk landscapes. I combined deep mathematical foundations with rigorous engineering to bridge the gap between theoretical research and live market alpha.Technical Stack & Quant Expertise:Languages: Modern C++(17/20), Python (NumPy, Pandas, Scikit-learn), SQL.HFT Domains: Market Microstructure, Order Book Dynamics, Latency Optimization, Slippage Modeling.Quantitative Finance: Derivatives Pricing, Stochastic Calculus, Portfolio Optimization, Time-Series Analysis.Advanced Tech: Agentic AI Orchestration, Machine Learning (Regime Detection, Signal Research).I am passionate about the intersection of low-latency systems and statistical arbitrage.

Experience

1. Quant Consultant

   Deloitte

   Jan 2026 — Present · Hyderabad, IN

   Built machine learning (ML) models on large financial datasets to identify patterns, outliers, trends, and predictive signals.• Applied statistical modeling, econometrics, and time-series analysis to improve model performance and forecasting accuracy• Performed model recalibration, feature engineering, and optimization, improving robustness across changing data distributions• Architecting Agentic AI workflows to automate high-dimensional financial risk analysis, leveraging LLMs for real-time decision orchestration.• Developed automated diagnostic frameworks for multi-asset portfolios, optimizing tracking error and signal-to-noise ratios.

Education

• Indian Institute of Technology, Madras

  Applied Data Science and Machine Learning

• Jadavpur University

  Bachelor of Technology - BTech, Chemical Engineering

  2018 — 2022