Prof. Jayanth R Varma

Data Scientist

https://talent.gravityer.com/prof-jayanth-r-varma

Indian Institute of Management Ahmedabad (retired)

Key Strengths

Strong foundational knowledge in quantitative finance and financial modeling, demonstrated through multiple projects (bond pricing, option pricing, efficient frontier).
Proficiency in Python for financial computations and utility scripting.
Experience with R for statistical analysis and interactive applications (R-Shiny).
Exposure to C++ for performance-critical financial algorithms.

Cultural & Operational Fit

Cultural Fit Analysis

The candidate's projects are heavily concentrated in quantitative finance, which aligns with data science roles in financial domains. However, the project diversity outside of finance is limited, and the listed experience shows a 'retired' status with a future start date, which requires clarification for cultural and operational fit.

Soft Skills & Operational Fit

Insufficient data to assess soft skills and operational fit. No psychometric test results or interview feedback provided.

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Evaluating your skill match against the job requirements…

Assessing your cultural and operational fit

Projects

option_combos

November 26, 2023 – September 25, 2024

Black Scholes for options, portfolios, combos

View Project

bond_pricing

September 5, 2020 – September 25, 2024

Bond pricing using YTM or zero curve. Also basic NPV/IRR functions

View Project

icalcli

December 19, 2019 – December 18, 2024

Command line python front end to ics calendar

View Project

rshiny-Black-Scholes

January 19, 2018 – April 3, 2019

R Shiny App for Black Scholes Option Valuation and Greeks

View Project

rshiny-efficient-frontier

April 4, 2017 – April 2, 2019

R-Shiny App for computing and plotting the Markowitz mean-variance efficient frontier

View Project

black-scholes-java

January 20, 2017 – January 20, 2017

Java functions and applet for Black Scholes option pricing formula

View Project

efficient-frontier

January 14, 2017 – January 14, 2017

Markowitz algorithm to compute the Efficient Frontier of Mean-Variance efficient portfolios

View Project

convertible-bonds

January 12, 2017 – January 13, 2017

Numerical valuation of convertible bonds and options on stocks

View Project

ledger-helper

June 12, 2016 – August 24, 2017

Python helper code to run ledger-cli more easily

View Project

jrvFinance

October 4, 2015 – November 5, 2021

R package for financial present value functions and option pricing

View Project

Key Strengths

Strong foundational knowledge in quantitative finance and financial modeling, demonstrated through multiple projects (bond pricing, option pricing, efficient frontier).
Proficiency in Python for financial computations and utility scripting.
Experience with R for statistical analysis and interactive applications (R-Shiny).
Exposure to C++ for performance-critical financial algorithms.

Cultural & Operational Fit

Cultural Fit Analysis

Soft Skills & Operational Fit

Insufficient data to assess soft skills and operational fit. No psychometric test results or interview feedback provided.

Prof. Jayanth R Varma

Key Strengths

Cultural & Operational Fit

Top Skills

Skills

Experience

Projects

Key Strengths

Cultural & Operational Fit