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Summary

  • Ph.D. (Mathematics), University of Paris VI
  • and Indian Institute of Science (Bangalore, India)
  • M.S. (Mathematics) Pondicherry University (India).

Dr. Narayana Darapaneni

Dr. Narayana has over 12 years of industry and 3 years of academic research experience. His expertise is in parallel multilevel Monte Carlo methods, machine learning, time series analysis, optimization, trading strategies, risk management, R, Python and Big Data technologies. He has worked as trader as well as project manager and developer.

He has worked as Research Consultant with a leading HFT firm (New Delhi, India) where he was involved in developing Machine Learning and statistical techniques for algorithmic trading and HFT strategies design and development.

He is also Adjunct Faculty member at IIT-Bhubaneshwar.

Previously he worked with Edelweiss Securities (Mumbai, India) as Deputy Vice President and was responsible for Running High frequency trading (HFT) book using machine learning and statistical techniques. He worked at Deep Value Technology (Chennai, India) as Senior Quantitative Analyst responsible for Indicators design and development, HFT strategies design and development, portfolio optimization and risk management.

He had worked at Computational Research Laboratories / Tata Consultancy Services (Pune, India) as Scientist (Quantitative Finance). He was responsible for leading the quantitative finance team to execute projects related to Low Latency systems design and development, HFT strategies development, derivatives pricing, risk management and data mining.

He was also involved in research in Mathematics as a Visiting Scientist at Universidad de Sevilla (Sevilla, Spain) and Department of Mathematics, Indian Institute of Science (Bangalore, India) and Indian Statistical Institute (Bangalore, India) and has published many research articles in international journals and conferences.

He has taught courses and mentored students at IISc, IIT Mumbai, IISER Pune, Pune University, Institute of Chemical Technology Mumbai and Pondicherry University.