Quasar Chunawala
Quantitative Developer
London, England, United Kingdom
Summary
👤
Senior🎓
Top SchoolQuasar Chunawala is a quantitative developer based in London with a decade of experience building production-grade financial models and systems across front-office and risk teams. With deep C++ and Rust expertise and a background in F# orchestration, he has delivered bond and credit analytics, CDS/CDS‑option tooling, and pragmatic frameworks for structured credit and repo exposures at firms including Credit Suisse, Goldman Sachs and CME Group. He blends hands-on engineering—having modernized global quant libraries and implemented bond compounding and DVA methodologies—with regulatory-facing risk analytics earlier in his career. Comfortable switching between research and production, he’s a software-engineer-turned-strat who also brings a systematic, outdoorsy problem-solving mindset honed on treks and adventure cycles.
10 years of coding experience
12 years of employment as a software developer
Bachelor of Engineering - BE, IT, Bachelor of Engineering - BE, IT at VCET, Mumbai University
Stackoverflow
521reputation
11kreached
2answers
12questions
Github Skills (33)
bonds10
currency9
quantitative-finance9
credit9
c-library9
cpp8
valuation8
risk-management8
quantlib8
finance7
volatility7
doxygen6
numba6
julia6
katex6
Programming languages (3)
Github contributions (5)
quantophile/blog
Jan 2022 - Mar 2024
Contributions:102 pushes, 1 branch in 2 years 2 months
quantophile/problem_solving_in_cpp
Nov 2019 - Nov 2023
Contributions:50 pushes, 1 branch in 4 years
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