Sriram Bharadwaj
Director - Quantitative Analytics @Barclays
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WORK HISTORY
Director - Quantitative Analytics @Barclays
EMEA Head of Delta One and Prime QuantsLeading the EMEA QA team developing optimization and decision making tools for Prime Services- ETF Proxy Pricing/Hedging/Market Making- Execution Market Impact Modeling - MSCI Index Risk Pricing- Daily Index Rebalancing Automation- Index Marginal Financing Pricing- Inventory/Funding and Collateral Optimization
EDUCATION
King's College London
Doctor of Philosophy - PhD, Computer Science
Indian Institute of Management Bangalore
Master of Business Administration (M.B.A.), Finance, General
The University of Texas at Austin
Master of Science (M.S.), Data Science
IIT Bhubaneswar
Bachelor of Technology (B.Tech.), Electrical Engineering
Padma Seshadri Bala Bhavan Senior Seconday School
CBSE - Class XII, Science
SKILLS
ABOUT SRIRAM BHARADWAJ
I am a quantitative researcher with extensive experience in building pricing, hedging, and market making models for equity financing and delta one products. At Barclays, I led a team of quants delivering front-office tools for global ETF and index futures market making, including quoting and hedging models that accounted for proxy pricing nuances, a marginal equity financing pricer for basket trades, and a synthetic funding swap rebalancer using linear programming. I also implemented transfer pricing frameworks for short inventory, developed non-linear market impact models for liquid futures execution, and built index rebalance monitoring tools used by trading desks across EMEA and the US.My work spans market making models for ETFs and index futures, market impact modeling, equity financing analytics and financial resource monitoring. I have led quant teams at Barclays and JP Morgan, delivering models and analytics for pricing/hedging, while earlier roles at Citi and Goldman Sachs gave me a strong grounding in delta one trading and equity financing.I combine practical trading desk experience with advanced research in AI and agent-based modeling—currently pursuing a PhD at King’s College London on incentive-aware digital twins for market risk management. I enjoy working at the intersection of markets, quantitative research, and technology
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