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Intraday-Dual-SMA-Backtesting-Statistical-Analysis-for-NIFTY-50
July 22, 2025 – July 22, 2025
Comprehensive Python framework to backtest single and dual SMA crossover strategies on 10 years of minute-level NIFTY 50 data, featuring detailed statistical insights, visualizations, and risk-return performance comparisons.
View ProjectRisk-Management-EE-PFE-VaR-HVaR
April 19, 2025 – April 19, 2025
Risk management toolkit simulating Expected Exposure, Potential Future Exposure & Value at Risk via Monte Carlo; supports Historical VaR & Expected Shortfall metrics. Facilitates credit risk modeling and capital assessment.
View ProjectFX-Option-By-Heston-Hull-White-Model
April 16, 2025 – April 16, 2025
FX Option Pricing using Heston Stochastic Volatility with Hull-White Interest Rate Models. Monte Carlo simulation + analytic CF. Python, NumPy, Matplotlib, Scipy. Euler discretization. Finance + Quantitative modeling.
View ProjectHybrid-Models-BSHW-Heston-Hull-White-Schobel-Zhu-Hull-White-Diverfication-Product-Hull-White
April 11, 2025 – April 11, 2025
Hybrid models combining Black-Scholes, Heston, Schöbel-Zhu, and Hull-White frameworks to capture both stochastic volatility and interest rates for pricing and risk management of diversified financial products.
View ProjectSwapstion_Implied-Volality_negative-rates
March 20, 2025 – April 20, 2025
A Python-based framework for modeling negative interest rates via the Hull–White one-factor model, offering Monte Carlo simulation, zero-coupon bond pricing, caplet and floorlet, Swaptions valuation, and Black‐76 implied volatility calibration tools.
View ProjectYield-Curve-Modeling_Multi_Curve_and_Greek
March 13, 2025 – March 13, 2025
Developed a yield generation model using interest rate swaps, Greeks, and a multi-curve framework for accurate pricing and risk management. Integrated mathematical models to enhance forecasting and valuation of financial derivatives
View ProjectYield-Curve-Dynamics-by-Hull-White-1F-and-2f
March 10, 2025 – March 13, 2025
Yield Curve Dynamics under Short Rate Models using Hull-White 1F & 2F. Includes Monte Carlo simulations & analytical ZCB pricing. Visualizes interest rate evolution
View ProjectMarket-Liquidity-Analysis-by-Agent-Based-Modeling-ABM
January 11, 2025 – January 11, 2025
An advanced market liquidity analysis framework combining agent-based modeling with LLM integration to simulate and analyze trading dynamics, market maker behavior, and liquidity patterns in financial markets.
View ProjectStock-Market-Anomaly-Detection
October 15, 2024 – October 15, 2024
Analyze GameStop (GME) stock data using various anomaly detection methods including Z-Score, Isolation Forest, DBSCAN, LSTM, and Autoencoder. Visualize results and compare model performances through interactive Streamlit app.
View ProjectCapital-Asset-Pricing-model
August 17, 2024 – August 17, 2024
Implementation of the Capital Asset Pricing Model (CAPM) in Python. Calculate beta, alpha, and expected returns for a portfolio, with Streamlit UI for interactive analysis using Yahoo Finance data.
View ProjectCultural Fit Analysis
The candidate's projects are heavily concentrated in quantitative finance and financial modeling, indicating a strong interest and expertise in this niche. While this aligns well with a Data Scientist role in a financial context, the lack of diversity in project domains (e.g., healthcare, e-commerce, general business analytics) suggests a potentially narrow scope of experience for broader data science applications. The projects are all personal, which might indicate a preference for independent work or a lack of team-based project experience.
Soft Skills & Operational Fit
Insufficient data to assess soft skills or operational fit. The candidate's project descriptions indicate a strong focus on technical implementation and quantitative analysis.