Image of Neerav FRM

Neerav FRM

Quantitative Developer

VP at Bank of America Merrill Lynch

Greater New York City Area

Section title

Neerav FRM's Email Addresses & Phone Numbers

Neerav FRM's Work Experience


Quantitative Developer

July 2014 to Present

New York

Swiss Re

Variable Annuities Developer

September 2012 to July 2014

Greater New York City Area

J.P. Morgan

Analytics Developer

April 2010 to September 2012

Greater New York City Area

Neerav FRM's Education

Rutgers, The State University of New Jersey-New Brunswick

Master's Degree Mathematics(Mathematical Finance)

2007 to 2009

University of Mumbai

Bachelor of Engineering Biomedical

2003 to 2007

Neerav FRM's Professional Skills Radar Chart

Based on our findings, Neerav FRM is ...


What's on Neerav FRM's mind?

Based on our findings, Neerav FRM is ...

56% Left Brained
44% Right Brained

Neerav FRM's Estimated Salary Range

About Neerav FRM's Current Company


Algo Ranking Engine, Market Impact models, Information leakage study.

Frequently Asked Questions about Neerav FRM

What company does Neerav FRM work for?

Neerav FRM works for Liquidnet

What is Neerav FRM's role at Liquidnet?

Neerav FRM is Quantitative Developer

What is Neerav FRM's personal email address?

Neerav FRM's personal email address is n****[email protected]

What is Neerav FRM's business email address?

Neerav FRM's business email addresses are not available

What is Neerav FRM's Phone Number?

Neerav FRM's phone (212) ***-*136

What industry does Neerav FRM work in?

Neerav FRM works in the Capital Markets industry.

Who are Neerav FRM's colleagues?

Neerav FRM's colleagues are Laura Piza, Adam Sandberg, Kamisha Hyde, Alissa Ballard, Dhruv Ohri, Abel Lee, Katie Oliver, David Perkins, Brandon Ling, and Sergey Samsonik

About Neerav FRM

📖 Summary

Best way to reach: Email - [email protected] I am a Quantitative Finance professional with 5 years of experience working in different segments of financial industry. I worked as an Analytics developer at JP Morgan Equity Derivatives group, where I worked on automated volatility calibration, marking and research. Then, I worked at Swiss Re in Variable Annuities group as a python developer. Currently, I am working at Liquidnet as a Quantitative Developer in Algo Services group. My favorite languages are Python and R and I am most comfortable with Unix platform.Quantitative Developer @ Algo Ranking Engine, Market Impact models, Information leakage study. From July 2014 to Present (1 year 4 months) New YorkVariable Annuities Developer @ Variable Annuities Valuation From September 2012 to July 2014 (1 year 11 months) Greater New York City AreaAnalytics Developer @ Volatility Calibration and Research From April 2010 to September 2012 (2 years 6 months) Greater New York City AreaFinancial Data Analyst @ From May 2009 to October 2009 (6 months) Summer Intern @ From May 2008 to August 2008 (4 months) Master's Degree, Mathematics(Mathematical Finance) @ Rutgers, The State University of New Jersey-New Brunswick From 2007 to 2009 Bachelor of Engineering, Biomedical @ University of Mumbai From 2003 to 2007 Neerav FRM is skilled in: Quantitative Finance, Python, R, Matlab, SQL, Equity Derivatives, Derivatives, C++, Quantitative Analytics, Bloomberg, Market Risk, Trading, C#, SAS, Monte Carlo Simulation, Valuation, Bloomberg Terminal, Market Data, Analysis, Financial Markets, Unix, Java, Capital Markets, Options, Fixed Income, FX Options, Credit Derivatives, Trading Systems, Equities, Analytics, VBA, Structured Products, Equity Research

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Neerav FRM's Personality Type

Introversion (I), Intuition (N), Thinking (T), Judging (J)

Average Tenure

1 year(s), 3 month(s)

Neerav FRM's Willingness to Change Jobs



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