Vishnu Elamathi profile photo 1 on Tal

Vishnu Elamathi

Quantitative Analyst at JPMorgan Chase & Co.

New York

15+ years of work experience

JPMorgan Chase & Co.
Jun 20188 yrs 1 moPresent

New York, New York, United States

Bank of America
Jul 20161 yr 11 mosMay 2018

Exchange Place, New Jersey

OpenLink Financial
Sep 20154 mosDec 2015

New York City Metropolitan Area

New York University
Jan 20141 yr 9 mosSep 2015

Brooklyn, New Yoork

* Teaching assistant for Bloomberg Terminals and Clearing & Settlements * Helped Students in building various Quant strategies using the Bloomberg API * Helped students in evaluating their trading strategies and portfolio performances against the standards.
Steria
Nov 20103 yrs 1 moNov 2013

London Area, United Kingdom

Education

New York University

Master of Science (M.S.), Financial Engineering

New York University

20141 yr2015
Anna University Chennai

BE, Electrical and Electronics Engineering

Anna University Chennai

20044 yrs2008

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Headline

Quantitative Analyst at JPMorgan Chase & Co.

About

Specialties: • Stochastic processes • Numerical Methods • Monte Carlo simulation • Finite difference method framework • Statistical inference • Linear and Multivariate Regression analysis • Portfolio selection, Black-Litterman model, mean-variance optimization • Programming languages: C++, Python, Matlab, R, SQL, PL/SQL, VBA • Databases : Oracle, MS Access, VBA, Sybase, MySQL • Operating systems: UNIX/LINUX(debian & RPM) and Windows Asset classes: • Equities • Structured Credit (CDS, MBS, CDO) • Fixed Income Products ( HY, EM, Corp, Convertible Bonds) • Leveraged Loans • Interest Rate and Credit Derivatives

Location

New York

Work experience

Quantitative Analyst at JPMorgan Chase & Co., Jun 2018 - Present · 8 yrs 1 mo, New York, New York, United States

Quantitative Developer at Bank of America, Jul 2016 - May 2018 · 1 yr 11 mos, Exchange Place, New Jersey

Risk and Quantitative Services Intern at OpenLink Financial, Sep 2015 - Dec 2015 · 4 mos, New York City Metropolitan Area

Graduate Teaching Assistant at New York University, Jan 2014 - Sep 2015 · 1 yr 9 mos, Brooklyn, New Yoork, * Teaching assistant for Bloomberg Terminals and Clearing & Settlements * Helped Students in building various Quant strategies using the Bloomberg API * Helped students in evaluating their trading strategies and portfolio performances against the standards.

Consulting Analyst at Steria, Nov 2010 - Nov 2013 · 3 yrs 1 mo, London Area, United Kingdom

Education

Master of Science (M.S.), Financial Engineering, New York University

BE, Electrical and Electronics Engineering, Anna University Chennai