VP at Bank of America Merrill Lynch
Greater New York City Area
Liquidnet
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
Moody's Investors Service
Financial Data Analyst
May 2009 to October 2009
Citigroup
Summer Intern
May 2008 to August 2008
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 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
📖 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
Introversion (I), Intuition (N), Thinking (T), Judging (J)
1 year(s), 3 month(s)
Unlikely
Likely
There's 100% chance that Neerav FRM is seeking for new opportunities
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