Dhruva Adike is a quantitative software engineer with 10 years' experience building production-grade pricing and risk systems for derivatives, currently contributing to Prudential’s Chief Investment Office. He combines a strong CS foundation from NIT Calicut with an MBA from IIM Calcutta and an MS in Quantitative and Computational Finance from Georgia Tech, bridging rigorous mathematical modeling and practical engineering. Dhruva has implemented and led development of Monte Carlo engines, PDE solvers, and libraries for Local, Heston, Double Heston and Stochastic Local Volatility models to price complex EQ, FX and structured products. His background spans both hands-on model research and team leadership at FinIQ, plus quant risk stints at Citi, reflecting an ability to translate advanced models into robust, scalable code. Outside work he channels analytical focus into cricket and Formula One, a reminder of his competitive, performance-oriented mindset.
10 years of coding experience
2 years of employment as a software developer
Master of Business Administration - MBA, Business Administration and Management, General, Master of Business Administration - MBA, Business Administration and Management, General at Indian Institute of Management, Calcutta
Bachelor of Technology (B.Tech.), Computer Science and Engineering, Bachelor of Technology (B.Tech.), Computer Science and Engineering at National Institute of Technology Calicut
Master of Science - MS, Quantitative and Computational Finance, Master of Science - MS, Quantitative and Computational Finance at Georgia Tech Master of Science in Quantitative and Computational Finance
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