Rajit Datta
Associate
About
Currently I am working in the Model Risk Management team at Goldman Sachs, Bengaluru.
Prior to this I obtained a Ph.D in theoretical computer science from the Chennai Mathematical Institute. My research was focused on complexity theory and algorithm design.
Here at MRM I work with exotic Interest Rate products such as Bermudan Swaps and products with range accrual features.
I have a strong mathematical background with focus on linear algebra and mathematical optimization.
Well versed with stochastic calculus and applications in finance.
Contact Information
Professional Email
raj****@alpha-grep.com
Personal Email
****@****.com
Work Phone
(***) ***-***
Mobile
(***) ***-***
Local Location
Bangalore Urban, Karnataka, India
Industry
Financial Services
Designation
Associate
Birthday
-
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