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Jithin M Sreekala PhD, CQF

Software Developer, Researcher

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About Me

Result-driven software developer and PhD with 5+ years experience in C++ and Python. I am passionate finance and insurance industry and aim to apply my strong analytical skills to achieve business goals and data-driven insights and solutions by designing and developing software infrastructure.

Projects

Monte Carlo Option Pricing

I study Asian, European and Lookback options in this project. Monte Carlo methods to price options using a three step process.

  • Simulate potential price paths of the underlying asset.
  • Calculate the option payoff, iterate, calculate the average payoff over all realizations and take the present value of this average
  • Effects on varying sampling periods, asset price S0, strike price E, σ with constant Volatility assumption, σ with Stochastic Volatility assumption.

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    API for read/write to database

  • Create an api for reading/writing to database.
  • Using Docker to containerize the api.

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    Statistical arbitrage exercises

  • Stock Universe and Identification of Cointegrated Pairs of Stocks.
  • Perform Stationary test for the Selected Pair.
  • Generate Trading Signals using z-score.
  • Portfolio Profit and Loss Calculation.

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    Machine learning pipeline to extract a functional relationship between tweets and a stock's subsequent market reaction

    Develop a machine learning framework to predict tweet popularity. Many such projects and solution attempts have appeared both in the academic literature as well as in other public sources, such as Github and various data science discussion forums. Therefore, we have chosen to build on the prompt by extending our project into a novel, financial context.

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    Advanced C++ for Finacial engineering

    Coming soon

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    Skills

    Certificates

    Experience

    Applied Underwriters Inc

    Software developer

  • Analyzing and maintaining applications and databases for insurance data using SQL and Visual Foxpro. Perform complex data migration, data interchange, reporting and analysis. Contributed to OOP design of code business application development in a fast-paced environment.
  • Active contribution in writing and testing production code in automating processes for supporting accounting and analytics team. Developed object-oriented Foxpro and Powershell scripts to automate functionalities to legacy software and maintain compatibility reducing system downtime.

    • UW Madison, CERN

    Graduate research asssistant

  • Analyzed petabytes of data by using efficient algorithms and different quantitative tools in Python and C++ and using bash scripts. Managed data collection and ensured data quality for the analysis using Linux workflows resulting in a 25% improvement in data processing speed. An infrastructure in object-oriented C++ using inheritance and polymorphism was used to identify and analyze Higgs physics events.
  • Maintained code for smooth automation of alert system and messaging for control system. Designed and deployed software updates for hardware interface to send alerts within seconds. Report status updates to supervisor and central managers in-charge of running the experiment.

    • Education

    University of Wisconsin-Madison

    August 2016 - December 2022

    PhD in High Energy Physics

    Search for dark matter using Higgs boson decaying to pair of tau leptons and missing energy signature.

    National Institute of Technology Calicut

    August 2012 - May 2016

    Bachelor of Technology in Engineering Physics

    Foundations in classical physics, thermodynamics and quantum mechanics.

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