Hardik Routray is a Quantitative Analytics Specialist (AVP) with a Ph.D. in particle physics and eight years of experience applying big-data analytics, Monte Carlo simulation, and machine learning to high-stakes problems in both experimental physics and capital markets. At CERN he designed petabyte-scale data pipelines, custom clustering and anomaly-detection methods, and contributed to detector trigger optimization, work that led to peer-reviewed publications and international presentations. Transitioning to finance at Wells Fargo, he now builds deep-learning models for pricing, Greeks, exposures and CVA while also having designed VaR models for structured products. Proficient in Python, C++, ROOT, and modern ML stacks (Scikit-learn, XGBoost, TensorFlow), he blends rigorous statistical inference with production-focused engineering. He also brings teaching and mentoring experience from Rutgers and a demonstrated aptitude for translating research-grade algorithms into operational systems.
8 years of coding experience
5 years of employment as a software developer
Master of Science - MS, PHYSICAL SCIENCES, 9.3/10.0, Master of Science - MS, PHYSICAL SCIENCES, 9.3/10.0 at National Institute of Science Education and Research
Doctor of Philosophy - PhD, Elementary Particle Physics, Doctor of Philosophy - PhD, Elementary Particle Physics at Rutgers University
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