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Om Umare

Quantitative Research Specialist

Charlotte, NC · umareh@gmail.com · 215-668-8302 · linkedin.com/in/omumare · github.com/umareh

Experience

London Stock Exchange GroupJune 2023 – Present

Quantitative Research Specialist (promoted from Senior Quantitative Research Analyst)

  • Design and deploy ML models for pricing and valuation across complex financial instruments
  • Build low-latency, real-time applications for asset evaluation and risk analytics
  • Lead scalable analytics platform using Python, SQL, React, Docker, and Azure
  • Maintain CI/CD pipelines for client-facing production applications
Group OneMar 2022 – Sep 2022

Trading Analyst · New York, NY

  • Automated trading technology, strategy backtests, and options pricing models
  • Tested SABR, GARCH, and SV volatility models for market-making
VenerableMar 2021 – Sep 2021

Quantitative Pricing Analyst · West Chester, PA

  • Elevated Futures Pricer model (C#); migrated data to ETL-based SQL architecture

Education

Drexel UniversityGPA 3.8

M.S. Machine Learning Engineering · B.S. Computer Engineering · Minor in Mathematics and Finance

Credentials

CFA Level 2 Candidate · CFA Level 1 Passed · SIE

Skills

Technical: Python, C++, Rust, SQL, R, ML, Docker, Azure, AWS, React, Flask, CI/CD

Finance: Options, Fixed Income, Derivatives, SABR/GARCH/SV, Risk Models, Volatility, Backtesting

Research

  • An Overview of Deep Learning in UAV Perception — IEEE ICCE 2024
  • Long-Range Drone Detection Dataset — IEEE ICCE 2024