Career

KCL Guest Lecture 2025

Last month, I had the privilege of delivering a guest lecture at King’s College London to MSc students enrolled in the Computational Finance program. This year, we focused on the estimating price sensitivities (a.k.a. Greeks) using Malliavin Calculus + Monte Carlo methods.

KCL Guest Lecture 2024

Last week, I had the privilege of delivering an expert lecture at King’s College London to MSc students enrolled in the Computational Finance program. This year, I opted for an extended session, spanning 2 hours instead of the usual 1, allowing us to delve deeper into a technical subject. We focused on the Longstaff Schwartz algorithm for pricing American options, thoroughly exploring its mathematical formulation, along with a practical demonstration of its implementation in Python. 🐍

The Quant Project

Sharing some insights from my experience starting my career as a quant after graduation. Skill sets, General Tips, Resources, Interview Process, FAQs