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Tanmay Dutta | Elance
 
176985602337900
Last Sign-in: Jul 26, 2015

Tanmay Dutta

   Singapore

Overview

Quantitative/Front office Developer
Currently part of a team that develops risk metrics and performance to the portfolio mangers.
Daily work has extensive use of python (pandas) libraries and R to do analysis on voluminous data.
The analytic layer is callable with excel.

I have previously worked on development of cutting edge C++ numerical library to be implemented across various asset classes, Risk engine to generate various risk metrics for the front office and middle office teams.
Technical Skills involves: C++, C# , VBA, Haskell,...

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Skills (10)

Tested
C++
Matlab
Financial Engineering
VBA
Vi
Mathematics
ABAP
Quantitative Finance
Programming
Stochastic Calculus

Employment

GIC
Risk Analyst
2014 - Present
Part of the Risk and performance analytics team. Provided the team with the setup for various programming tools to help the portfolio managers get better view of risks and exposure to their...
ANZ
Quantitative Developer
2011 - 2012
Pricing Library Enhancement and maintainance Application Development to be used by Traders and Structures. Worked on C++,VBA and Python
Carnegie Mellon University
Student(Certification)
2011 - 2011
Studied advanced Monte-Carlo simulations from the prespective of Financial instrument pricing and solutions to complex higher order finance problems Used the in-house built C++ library and various...
Nanyang Technological University
Masters in Financial Engineering
2010 - 2011
Stochastic Calculus, Financial Mathematics, C++, Artificial intelligence techniques for finance, Pricing of various financial instruments using C++ and VBA.
IBM
Software Developer
2008 - 2010

Education

Birla Institute of Technology
B.E
-
Carnegie Mellon University - Tepper School of Busi
MSCF
-
Nanyang Technological University
MFE
-
Overview  |  Job History  |  Resume/C.V.

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Identity
Username
quant_programmer
Type
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Member Since
November 2014
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Tanmay Dutta | Elance

Tanmay Dutta