Suhas Ghorpadkar
Vice President at AllianceBernstein
New York, New York, United States
Summary
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Rockstar🎓
Top SchoolSuhas Ghorpadkar is a Vice President at AllianceBernstein with 11+ years of experience applying software development and quantitative expertise to fixed income and derivatives valuation, risk, and regulatory requirements. He designs, calibrates, and maintains quantitative frameworks for interest rates and FX modeling, scenario generation, collateral management, and counterparty risk aggregation while advocating cloud strategy and migration to boost scalability and automation. Comfortable shifting between hands-on engineering and leadership, he combines strong programming skills with analytical problem-solving and clear communication to deliver production-ready solutions. His background in chemical engineering (U. of Alberta and U.D.C.T., Mumbai) informs a methodical, model-driven approach to complex financial systems. A Rust enthusiast with interests in quant finance, big data, and machine learning, he actively explores modern tooling to improve resilience and performance. Based in New York, he has a track record of uncovering pragmatic opportunities that align technology, risk management, and business goals.
10 years of coding experience
Master's degree Chemical Engineering, Master's degree Chemical Engineering at University of AlbertaBachelor's degree Chemical Engineering, Bachelor's degree Chemical Engineering at U.D.C.T., Mumbai
Github Skills (131)
volatility10
bonds10
currency10
finance10
credit10
risk-management10
valuation9
numba9
python9
financial9
wrapping8
timezone8
datetime7
iterator7
ag-grid6
Programming languages (6)
Github contributions (5)
suhasghorp/FERM-1
Jul 2019 - Dec 2020
Contributions:22 commits, 18 pushes, 1 branch in 1 year 5 months
suhasghorp/FinancePy
May 2020 - Mar 2025
Contributions:2 PRs, 22 pushes, 1 comment in 4 years 11 months
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