Siddharth Berera
Quantitative Researcher @MUFG
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WORK HISTORY
Quantitative Researcher @MUFG
London, GB
Working in the XVA quant modelling team, in the front office, designing a carbon offsetting product with the aim of improving transparency and reliability in the offsetting markets.
EDUCATION
Boroughmuir High School
High School Diploma
The University of Edinburgh
Bachelor's degree
Imperial College London
Master of Science - MSc
ABOUT SIDDHARTH BERERA
Final year undergraduate Mathematics student, on track for receiving a high 1st class degree in 2024. My past work experience includes: •Quantitative Research Intern at the Mitsubishi UFJ Financial Group (June 2023-August 2023), leveraging my proficiency in Stochastic Modelling, Optimization and Reinforcement Learning to: quantify hidden costs in voluntary carbon offsets; design an offsetting product that integrates these hidden costs with the aim of providing reliability and transparency in offsetting markets; minimise these costs by leveraging forest management strategies and technological carbon capture. •Interning as a Quantitative Analyst Intern at Chainpulse Analytics (January 2022-September 2022), where I was using my skills in quantitative finance, data analysis and software development to create efficient webscraping bots, perform on chain data analysis, produce mathematical models of tokenomics and create trading algorithms and systems. •Interning as a Data Science Intern at EarthBanc (March 2022-May 2022). •Working as a Student Researcher on a Polymath REU project on the structure of lexicographically least square-free words. This research resulted in coauthoring a paper which has been accepted for publication in the peer reviewed Electronic Journal of Combinatorics (https://doi.org/10•••36/11659). I also enjoy playing chess and have represented Scotland in many national/international youth tournaments. Recently, as part of a 4-player team representing the University of Edinburgh we won the UK wide Pro University Chess League, which involved victories over Imperial College London, Oxford and Cambridge.
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