L04
pricingPricing & Derivatives
Valuing and risk-managing derivatives - the engine room of the FX options and event-market work.
Garman-KohlhagenBlack-ScholesFX optionsOptions GreeksBinary / event pricingMonte Carlo simulation
Powers
Financial engineering · systems → markets
Vatsal
Maniar
I build pricing, rates, and risk systems — turning market uncertainty into something you can price, hedge, and explain. A computer-science core, sharpened through financial engineering.
Pricing · rates · risk live
01Academic arc
From systems to markets
Computer science foundations, financial engineering training, and a focused path toward quant research, trading, derivatives, and risk.
Mumbai → Arizona → New Jersey → New York. The trajectory is intentional.
The origin
Arizona State
’21 — ’25 · B.S. Computer Science
Arizona State
Stevens
FRM
Target
01
’21 — ’25 · The origin
Arizona State University · Tempe, AZ
B.S. Computer Science
Where it started: a systems and algorithms foundation, and the habit of building tools that actually run instead of models that only live on paper.
Data Structures & AlgorithmsSystems Programming (C++)Software EngineeringOperating SystemsProbability & StatisticsNumerical Computing
GPA 3.74 / 4.00 · Magna Cum Laude
02
’25 — ’26 · Present — center of gravity
Stevens Institute of Technology · Hoboken, NJ
M.S. Financial Engineering
Where the software turns into markets. Pricing, hedging, stochastic methods, and computational finance — built directly on the CS foundation. This is the work happening now.
Stochastic CalculusPricing & HedgingAdvanced DerivativesComputational Methods in FinanceMarket Microstructure & TradingRisk Engineering & Management
GPA 3.67 / 4.00 · Graduate Certificate in Financial Risk Engineering
03
Aug ’26 · Formalizing risk
GARP · Global Association of Risk Professionals
Financial Risk Manager — Part I
Formalizing the risk side of the work — market and credit risk, VaR / ES, valuation, and risk models — alongside the FE degree.
Market RiskCredit RiskVaR / ESValuation & Models
Part I exam — August 2026
04
’26 — ’27 · Where it points
Fall 2026 co-op / internship → Full-Time 2027
Quant Trading · Research · Derivatives · Risk
The CS → FE → risk line made explicit: building and risk-managing the systems behind a trading or research desk.
Quant TradingQuant ResearchDerivatives RiskMarket-Making
Fall 2026 Co-op / Internship · Full-Time 2027
02Capability stack
Built in layers
Core technical and quantitative capabilities across software, pricing, rates, portfolio analytics, and risk systems.
L03
riskRisk & Portfolio
Sizing exposure, decomposing P&L, and stressing books - across the rates, FX, and allocation systems.
VaR / CVaR / Expected ShortfallP&L attributionStress testingDrawdown & turnoverFactor exposureAllocation rules
Powers
L02
ratesRates & Fixed Income
Building and shocking the Treasury curve - the foundation of the rates-risk attribution engine.
Yield-curve constructionDV01 / key-rate DV01Duration & convexityCash-flow repricingVasicek / CIRHedge overlays
Powers
L01
softwareSoftware & Data
Making the models actually run - the Computer Science foundation under every project here.
Python · NumPy · SciPy · pandasC++ · R · MATLABTypeScript · React · Next.jsBloomberg · LSEG · FREDNumerical optimizationGit / GitHub
Powers
03Project systems
Systems in production
Applied quant systems built as live research products, each with source code, deployment, and a clear modeling purpose.
A real-time probabilistic pricing and risk engine that treats a live Formula 1 season as a book of tradable binary event-markets, repriced as race information arrives and managed like a capital allocation problem.
500+
tradable binary contracts
24
races modeled & settled
30% / 15%
portfolio / single-market caps
- Transformed 24 Formula 1 races into 500+ tradable binary contracts with dynamic probability repricing, race settlement, and season-long championship futures markets.
- Built portfolio risk infrastructure - mark-to-market valuation, exposure limits (30% portfolio, 15% single-market), Sharpe analytics, drawdown monitoring, and a full transaction audit across every settled event.
Event-market microstructureBinary contract pricingMark-to-market & settlementPortfolio risk limitsDrawdown / SharpeTransaction audit
04Execution record
Where I've executed
Operating, analytical, and technical roles since 2021 — owned end to end, under audit and at volume.
Sep 2024 - Jun 2025
Software & Platform Development Intern
Alcove Ridge Consulting
End-to-end
UI · workflow · data layer
Built the analytics and reporting platform for a private-markets investment book.
- Built a private-markets analytics platform end to end - the interface, the front-end, and the workflow and data layer behind it.
- Designed reporting views across a book of private-market positions and reconciled data between modules so analysts could trust the output.
- Scoped, built, and presented the engagement directly to the client.
05Research direction
Where the work is going
From shipped systems to the open questions worth pushing on next.
Turn uncertainty into risk you can price, hedge, and explain — pushed toward live, regime-aware systems that hold up when correlations break.
Five active directionsforward →
R1Probabilistic pricing
R2Derivatives & vol risk
R3Regime-aware portfolios
R4Rates & inflation risk
R5Financial risk engineering
Working paper · in progress
Rethinking Portfolio Hedges in an Inflation-Locked Market
A dynamic correlation-adaptive hedge - reallocating defensive exposure from real-time correlation and inflation signals across SPY, TLT, TIPS, gold, and the VIX.
Correlation regimesInflation signalsTail hedging
06Signal
Let's talk markets
Open to a Fall 2026 quant co-op / internship and Full-Time 2027 roles - across quant trading, quant research, derivatives, and risk.
- Based
- Jersey City, NJ
- Focus
- Trading · Research · Risk
- Available
- Fall 2026 Co-op / Internship · Full-Time 2027