Siddarth Jandhyala
Angier B. Duke Scholar | Econ & Math @ Duke University
- Role
- Quantitative Developer Intern at Janus Henderson Investors
- Location
- Phoenix, AZ, US
- LinkedIn followers
- 500 followers
About Siddarth Jandhyala
I am a junior at Duke University studying Mathematics and Economics with a minor in…
Experience
Quantitative Developer Intern
Jun 2025 — Present · Denver, CO, US
I worked with the Fixed Income Quant team to create models and algorithms to implement in our trading models. Specifically, I designed and developed the proprietary Credit Default Risk (Merton) model, for which the goal was the have a better estimate of default probability of a company than the standard Merton Model. In doing so, I employed various mathematical and machine learning techniques, including stochastic differential equations and Monte Carlo simulations. Additionally, I pursued a trading strategy relating to exploiting arbitrage in CDX indices employing duration and carry hedging.
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