Sankalp Mule
Quantitative Researcher - Associate @JPMorganChase
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WORK HISTORY
Quantitative Researcher - Associate @JPMorganChase
Mumbai, IN
Equities:Swaps Modelling || Crash Puts Marking || DNN Approximation for Local Vol Stochastic Vol Model
EDUCATION
Indian Institute of Technology, Bombay
Master of Technology - MTech, Machine learning and data science
GreyAtom
Masters in Data Science and Deep Learning
Indian Institute of Technology, Bombay
Bachelor of Technology - BTech, Material science
ABOUT SANKALP MULE
I enjoy solving challenging problems and researching new ideas at the intersection of quantitative finance, data science, and development.Current Role: Quantitative Researcher at J.P. MorganPrevious Work Exp: Wells Fargo (Model Risk Management), Bank of Baroda (Predictive Maintenance), AT Kearney (Data Science & Strategy Intern)Education: Dual Degree (B.Tech + M.Tech) from IIT Bombay, with a focus on predictive modeling.Research Interests:Fast calibration of stochastic models using differential machine learningInterpretable deep learning architectures for risk and finance applicationsOptimized parallel computing modules in PythonSkills:Data Science | Deep Learning | Quantitative Finance | Stochastic Modeling | Interest Rate Models | Multi-Asset Portfolio Pricing | Python | C++Let’s connect if you’re working on similar research ideas or just want to talk about quant finance, AI, or high-performance computing.#MachineLearning #QuantResearch #Finance #Programming #AIinFinance
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