A bridge for PhDs and Postdocs in Mathematics, Physics, and Computer Science to enter the Quantitative Finance industry.
No fees until placement. After securing a role in mathematical finance, participants donate 15 days of their salary annually for three years to a vetted charity.
Himalaya completed his PhD in theoretical physics at Chennai Mathematical Institute with Govind Krishnaswami, working on nonlinear dynamics and chaos. He then transitioned to the mathematical finance industry, initially as a Core Quant Strat at Goldman Sachs (2021–2023) and currently as an Equity Derivative Quant at HSBC (2023–present).
Arjun completed his BSc in Math and CS, followed by an MSc in CS from the Chennai Mathematical Institute. With a passion for the informatics olympiad ecosystem for over 16 years, Arjun has played diverse roles, including participant, problem setter, organizer, coach, and lecturer. He has shared his expertise at numerous coding camps nationwide, including renowned institutions like IITs and IISc, covering a wide range of topics.
The program focuses on the mathematics, statistics, programming, and finance most relevant for quantitative interviews and entry-level quant research and trading roles.
Counting methods, conditional probability, expectation, random variables, and limit theorems, with emphasis on interview-style problem solving.
Puzzles are common denominators across the entire industry.
Linear models, hypothesis testing, estimators.
Time and Space Complexity of algorithms, Data structures, dynamic programming.
Time value of money, no-arbitrage pricing, fixed income, forwards, futures, and vanilla options.
Brownian motion, Itô's Lemma, Martingales, and the Black-Scholes-Merton framework.
The transition from academia to quantitative finance requires not only mathematical maturity, but also familiarity with programming, statistics, financial modeling, and interview-style problem solving.
A two-week in-person training camp focused on coding, probability, and quantitative problem solving.
A four-month online phase centered around self-study, group study, and problem-solving discussions. Participants work through reading lists and problem sets independently, supplemented by periodic online discussion sessions on mathematics, programming, statistics, and finance.
We provide guidance on applications, interviews, networking, and referrals whenever possible. Participants are also encouraged to actively explore opportunities through LinkedIn, alumni networks, and direct applications to quantitative finance roles.
| Candidate | Background | Placed Firm |
|---|---|---|
| Prakash Singh | PhD Physics, Western University | Quantitative Researcher, Teesta Investment |
| Nisarg Bhatt | PhD Physics, IISc | Quantitative Researcher, Teesta Investment |
| Saipriya Dubey | PhD Maths, IIT Bombay | Quantitative Researcher, Undisclosed |
| Namrata Arvind | PhD Maths, IISER Pune | Quantitative Researcher, Undisclosed |
| Bharadwaj Vedula | PhD Physics, IISER Bhopal | Research Intern, Synkrato |
| Candidate | Background | Placed Firm |
|---|---|---|
| Abhishek Bharadwaj | PhD Maths, CMI | Model Validation, MUFG |
| Saurabh Gosavi | PhD Maths, Rutgers | Model Validation, Deutsche Bank |
| Sudeep Podder | PhD Maths, IIT Madras | Internal Audit, Goldman Sachs |
| Nirmal Kotal | PhD Maths, CMI | Model Risk Management, Deutsche Bank |