Summary
Overview
Work history
Education
Skills
Websites
Languages
Timeline
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Sahil Singh

Brighton,East Sussex

Summary

Innovative Quantitative Finance professional holding a master's degree, equipped with robust analytical and abstract reasoning skills, and open to global relocation. Skilled in developing Python-based libraries for pricing derivatives, with expertise in swaps, caps/floors, and FX forwards, as well as adept at constructing time-series models to derive crucial parameters for derivatives pricing models. Demonstrates a high level of proficiency in presenting complex ideas with clarity and intuition. A confident and effective interpersonal communicator, poised to excel under pressure and adapt seamlessly to diverse work contexts. Aspiring to secure a position in Quantitative Finance within an asset management firm, driven by a keen interest in contributing to a dynamic trading environment and advancing both knowledge and professional development

Overview

6
6
years of professional experience
5
5
years of post-secondary education

Work history

Quantitative Solutions Executive

Financial Services Advisory, BDO UK
London
01.2023 - Current
  • Engaged in the valuation of intricate derivatives, encompassing LPI Swaps (a subtype of inflation swaps), commodity swaps, total return swaps, and exotic FX options such as TARF, contributing to the effective and timely delivery of valuation-based engagements.
  • Developed a time series-based model to characterise the
    correlation between interest rates and inflation, serving as a vital input to the derivative pricing engine for LPI swaps.
  • Developed and applied a GARCH-based model to derive the volatility surface for underlying assets without traded options, enabling accurate modelling of derivatives for assets lacking tradable volatilities.
  • Enhanced and streamlined the team's existing Python-based derivative pricing library, focusing on FX Forwards and interest rate caps/floors. This initiative led to a notable 50% reduction in the time allocated to pricing activities. Utilised tools such as Git and Azure DevOps for its development and maintenance.


Business Analyst Intern

Quantiphi
Mumbai, Maharashtra
10.2020 - 08.2021
  • Enhanced resource utilisation using data analysis to better capitalise on current resources and minimise expenditure.


Data Science Intern

Larsen and Turbo Infotech
Mumbai, Maharashtra
06.2019 - 07.2019
  • Studied and predicted the frequency of requests for each category of the company's software products for various clients.
  • Identified and implemented data streamlining processes that led to improved efficiency.
  • Helped senior members of the data science team to optimise existing data collection and reporting systems in order to extract hidden insights from data and learnt relevant statistical techniques in the process.

Education

MSc - Fintech, Risk and Investment Analysis

University of Sussex
Brighton
09.2021 - 09.2022

Bachelor of Technology - Engineering, Information Technology

Manipal Institute of Technology
Manipal
08.2016 - 08.2020

Skills

  • Computer Skills: Python, C, Java(Basic), Julia, R, Power BI, Excel, Spreadsheets, VBA, SQL
  • Derivatives Experience: Interest Rate Swaps, Commodity Swaps, Interest Rate Caps/Floors, Inflation Swaps(RPI and LPI swaps), Exotic FX Options and Convertible Loan Notes
  • Markup Languages: Markdown, LATEX
  • Frameworks: Pandas, Numpy, Scikit-Learn, Keras, Jupyter Notebooks, BeautifulSoup, Git
  • Bloomberg Terminal
  • Numerix
  • Quantitative Analysis
  • Financial Modelling/Econometrics
  • Stochastic Calculus
  • Monte Carlo Simulations
  • Convex Optimization
  • Derivative Pricing

Languages

Hindi
Native language
English
Fluent
Hindi
Native

Timeline

Quantitative Solutions Executive

Financial Services Advisory, BDO UK
01.2023 - Current

MSc - Fintech, Risk and Investment Analysis

University of Sussex
09.2021 - 09.2022

Business Analyst Intern

Quantiphi
10.2020 - 08.2021

Data Science Intern

Larsen and Turbo Infotech
06.2019 - 07.2019

Bachelor of Technology - Engineering, Information Technology

Manipal Institute of Technology
08.2016 - 08.2020
Sahil Singh