Sharan Rajani
Quantitative Trader
Philadelphia, Pennsylvania, United States
Summary
👤
Senior🎓
Top SchoolSharan Rajani is a quantitative trader with eight years of experience applying mathematics, machine learning, and software skills to design systematic strategies across FX, commodities, equities, and options. Currently trading at Marathon Trading after research and trading roles at Orange Quant Research and a focused FX internship, he has built medium- and high-frequency models and momentum-based G-10 currency strategies that explicitly account for order-book dynamics around macro events. His academic background includes an MS in Computational Finance from Carnegie Mellon and a strong engineering foundation (B.Eng. IT, GPA 9.14), and his research work produced novel, data-driven option pricing approaches and a discriminating calibration technique tested across Indian sector indices. Comfortable bridging research and production, he combines probabilistic classifiers and ML with practical market microstructure insights to exploit fragmentation and event-driven opportunities. Notably, he has hands-on experience converting statistical research into tradable systems that operate in live FX markets.
8 years of coding experience
2 years of employment as a software developer
St. Vincent's High SchoolMaster of Science - MS, Computational Finance (Financial Engineering), Master of Science - MS, Computational Finance (Financial Engineering) at Carnegie Mellon University - Tepper School of BusinessBachelor of Engineering (B.Eng), Information Technology, GPA 9.14/10, Bachelor of Engineering (B.Eng), Information Technology, GPA 9.14/10 at Savitribai Phule Pune UniversityMaster of Science - MS, Computational Finance (Financial Engineering), Master of Science - MS, Computational Finance (Financial Engineering) at Carnegie Mellon University
English, Hindi, Marathi, Sindhi
Github Skills (5)
docker-compose4
compose3
docker3
kibana2
elasticsearch2
Programming languages (1)
Github contributions (5)
iamshreyas/InsurancePolicyManagement
Sep 2017 - Nov 2017
Contributions:54 commits, 30 pushes, 1 issue in 1 month
SharanRajani/Xchain
Dec 2017 - Dec 2017
Contributions:43 commits in 8 days
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