Summary
Vishwajit Hegde is a Senior Quantitative Analytics Specialist based in Bengaluru with 8 years of experience applying data science, machine learning and quantitative methods to financial and industrial problems. After a dual-degree in Mechanical Engineering and Data Science from IIT Madras (9.18/10), he has progressed through roles at Wells Fargo where he now tackles high-impact quantitative analytics, building on prior internships and research in NLP, copula models and bandit-style risk optimization. His background spans end-to-end ML pipelines, ConvLSTM event classification, and practical research—he even implemented stochastic-gradient approaches for Utility-Based Shortfall Risk during his academic project. Known for translating theoretical methods into production-ready solutions, he blends strong academic rigor with hands-on engineering across finance and applied ML.
8 years of coding experience
2 years of employment as a software developer
Indian Institute of Technology Madras
Pre University College (12th Equivalent), Science, 98.33%, Pre University College (12th Equivalent), Science, 98.33% at Deeksha Center for Learning
SSLC (10th equivalent), 99.68% (State Topper), SSLC (10th equivalent), 99.68% (State Topper) at Lions English School