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Quasar Chunawala is seeking a position as a quantitative modeller. He has a Bachelor's degree in Mathematics and Information Technology. His self-learning projects include implementing a cubic spline interpolation algorithm in Python and summarizing the Vanna-Volga method for pricing FX implied volatility smiles. Currently, he works as a Quantitative Analyst at Credit Suisse, where he performs quantitative analysis tasks related to rates and credit derivatives.
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Resume
- 1. Quasar Chunawala Flat 38, 4th floor, Na Szancach 8c, Wroclaw 50-320, Poland LinkedIn: linkedin.com/in/quasar-chunawala-13316420 Github pseudo: github.com/quantophile quasar.chunawala@gmail.com +48-739-554-621 Objective I aspire to become a quantitative modeller. I have a penchant for mathematics. I am learning mathematical finance and enjoy building solvers, implementing numerical algorithms in C++. I like to be driven, I am a quick learner. Some of my favorite reads are, Options volatility and pricing by Sheldon Natenburg. Education Indira Gandhi National Open University, India Bachelors of Science (BSc.) - Mathematics. 2017-2020 Relevant courses include Linear Algebra, Vector calculus, Real Analysis, Ordinary and Partial Differential Equations, Probability theory, Numerical methods, Mechanics and Electromagnetism. Vidyavardhini’s College of Engineering, University of Mumbai, India Bachelor of Engineering (B.E.) - Information Technology. 2004-2008 Relevant coursework includes Analysis and design of algorithms, engineering math, OOPS and generic programming(C++), discrete mathematics. Self-learning projects Cubic Splines Interpolation. In diverse fields such as computer graphics, pricing of financial derivatives, automobile design, it is often required to interpolate between a set of observed data points. To price an off-market instrument, you must interpolate between key liquid quoted maturities. I put together the intuition, the math behind cubic splines and a python code snippet implementing the algorithm in this github notebook. The Vanna-Volga method for FX implied volatility smile. In FX options markets, there are in general three volatility quotes available for a given market maturity: the delta-neutral straddle, the risk reversal for 25 delta call and put, and the butterfly with 25 delta wings. The application of Vanna-Volga pricing method allows us to use the three market quotes to rebuild the whole implied volatility surface, in particular for those far in-the-money and out- of-the-money strikes. This document summarizes the option greeks Vega, Volga and Vanna and then the Vanna-Volga method, along with a Python implemen- tation. Options pricing using Lattice Models. This is a short essay on using lattice methods to price European and American style options.
- 2. Work experience Credit Suisse, Wroclaw, Poland Quantitative Analyst April 2019 - Present I am working as a junior quantitative analyst on various tasks for rates and credit derivative products.