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Om Umare

Quant Research · ML Engineering · Derivatives

Om Umare

Quantitative Research Specialist at London Stock Exchange Group. I build ML models and real-time analytics for financial instruments — from options pricing to production trading systems.

LSEG
Current Role
CFA L2
Candidate
M.S. ML
Drexel

About

I work at the intersection of quantitative finance and software engineering — designing machine learning models, low-latency applications, and analytics platforms for fixed income, options, and derivatives.

Previously at Group One (options market-making) and Venerable (quantitative pricing). M.S. in Machine Learning Engineering and B.S. in Computer Engineering from Drexel University.

Education

Drexel University

M.S. Machine Learning Engineering · B.S. Computer Engineering

Minor in Mathematics and Finance · GPA 3.8

Credentials

  • 2025– CFA Level 2 Candidate
  • 2024 CFA Level 1 — Passed
  • 2023 SIE — Securities Industry Essentials

Experience

London Stock Exchange Group
Quantitative Research Specialist
Promoted from Senior Quantitative Research Analyst
June 2023 – Present · Charlotte, NC
  • Design and deploy ML models for pricing and valuation across complex financial instruments
  • Build low-latency, real-time applications supporting asset evaluation and risk analytics
  • Lead scalable analytics platform (Python, SQL, React, Docker, Azure) used by trading and risk teams
  • Maintain CI/CD pipelines for high-impact, client-facing production applications
Group One
Trading Analyst
March 2022 – Sep 2022 · New York, NY
  • Developed automated trading technology and strategy backtests
  • Built pricing, risk, and capital models for equities and options
  • Tested volatility models (SABR, GARCH, SV) for options market-making
Venerable
Quantitative Pricing Analyst
March 2021 – Sep 2021 · West Chester, PA
  • Elevated Futures Pricer model (C#) with cross-functional dev team on GitHub
  • Transitioned local data storage to ETL-based SQL architecture
  • Evaluated options, Treasury securities, futures, swaptions, and bonds

Skills

Technical

PythonC++Rust SQLRMATLAB Machine LearningDockerAzure AWSCI/CDReactFlask

Finance

Options PricingFixed IncomeDerivatives SABR / GARCH / SVRisk Models Volatility AnalysisYield CurvesBacktesting

Research

Contact

Or email directly: umareh@gmail.com