The core competencies of a great quant are mathematics, programming, and financial knowledge: areas in which I've built a strong foundation through both academic and professional experience. I'm currently an MS in Computational Finance student at Carnegie Mellon University. I also hold a bachelor's degree from the Indian Institute of Technology Madras, one of India's top engineering institutions, and have prior quant experience.
I have three years of experience as a model validation quant at ANZ, one of Australia's leading investment banks, where I worked extensively with derivative pricing models across asset classes. My work involved validating and building models such as Black-Scholes, moment matching, PDE solvers, curve bootstrapping, and Monte Carlo simulations using Python and C++. I've developed a deep understanding of both theoretical finance and practical implementation, ensuring model accuracy, robustness, and regulatory compliance.
Outside of work, some of my hobbies include playing board games and watching sci-fi films. I'm a passionate cricket fan and am looking forward to exploring American sports as I settle in. I'm also a travel enthusiast, with a goal of visiting every continent once.
I am currently seeking Summer 2026 internship opportunities in quantitative research, modeling, or strats. If you're looking for someone with hands-on experience in derivatives modeling and a rigorous academic background, feel free to directly message me or email me at gokulv@andrew.cmu.edu.
