Sidharth Mundhra

Desk Strat Associate - Interest Rate Derivatives

Tokyo, Japan
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Summary

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Rockstar
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Top School
Sidharth Mundhra is an engineer blending quantitative finance and robotics expertise, currently driving interest rate derivatives strategy at Morgan Stanley after two summers and a multi-year quant strat role. A Mechanical Engineering undergrad with a CSE minor from IIT Bombay, he leads complex, multidisciplinary engineering projects—most notably heading India’s top underwater robotics team where he designed LQR controllers, low-level drivers, and 3D hull reconstruction pipelines. He’s an active open-source contributor and GSoC alumnus/mentor for SymPy, where his backend work produced a 40% speed-up in limit calculations and improved distribution handling in a widely used Python CAS. Equally comfortable writing C++/ROS drivers for sensors or developing precision option-pricing techniques in a trading desk environment, he brings 6 years of hands-on systems, control, and software experience. Not obvious at first glance: he pairs deep low-level hardware interfacing with production-grade numerical improvements, bridging naval robotics and financial engineering.
code6 years of coding experience
job3 years of employment as a software developer
bookIndian Institute of Technology Bombay
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Github Skills (7)

mathematics10
computer-algebra10
math10
python10
computer-algebra-system10
testing10
time-series9

Programming languages (6)

BoogieCSSC++SCSSJupyter NotebookPython

Github contributions (5)

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sympy/sympy

Dec 2020 - Oct 2021

A computer algebra system written in pure Python
Role in this project:
userBack-end Developer
Contributions:142 reviews, 110 commits, 42 PRs in 9 months
Contributions summary:Sidharth primarily contributed to the SymPy library by fixing bugs related to the simplification of stochastic processes and pretty printing. They also introduced new features such as an abstract class for Distributions and tests for the same. Their work involved modifying existing code to address issues and improve the functionality of the library.
mathpythonsciencecomputer-algebra-systemalgebra
0sidharth/sympy

Dec 2020 - Jun 2022

A computer algebra system written in pure Python
Contributions:167 pushes, 52 branches in 1 year 6 months
pythoncomputer-algebra-systemnumbasymbolic-mathalgebra
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Sidharth Mundhra - Desk Strat Associate - Interest Rate Derivatives