Rounak Bastola — Analyst
Analyst with a strong background in quantitative finance, data science, and automation. Experienced in developing Python, R, and VBA-based systems for valuation, derivative pricing, and risk assessment within banking and advisory environments. Skilled in applying machine learning, stochastic modeling, and statistical techniques to enhance forecasting accuracy and decision-making. Proven record of improving data pipelines, automating financial reporting workflows, and building simulation-based pricing tools. Proficient in Python, R, SQL, and VBA for financial modeling, data engineering, and operational efficiency, with additional experience in software engineering and IT systems optimization. Holds an M.Sc. in Quantitative Finance from the University of Kiel and a B.Sc. in Applied Mathematics from Oklahoma State University.
Quantitative consultant specializing in Python-based financial modeling, stochastic simulations, and integrated data pipelines that support valuation, pricing, and risk management analytics.
- Built a Python-based stock option pricing model using Monte Carlo simulations and stochastic processes to enhance valuation accuracy and support data-driven capital allocation for firms with complex share structures.
- Built and maintained SQL- and Python-based ETL workflows for peer group analysis, improving data consistency and streamlining database transfers between internal systems.
- Conducted comprehensive risk assessments for M&A engagements by analyzing non-performing loans, debt levels, and credit spreads of comparable institutions using Bloomberg and Capital IQ.
Client Risk Management Intern specializing in VBA-driven financial automation, trade validation, and derivative pricing analytics.
- Engineered and automated financial reporting and performance tracking systems using Excel (pivot tables, lookups, indexes) and VBA to aggregate and analyze loan portfolio data, integrate KPI frameworks, and enhance the accuracy and scalability of financial health monitoring and forecasting processes.
- Developed automated financial models and validation processes in VBA to identify pricing discrepancies and verify trades across Sophis, Murex, Anvil, and Kondor systems, enhancing data accuracy and reliability in derivative pricing workflows.
MSc in Quantitative Finance with emphasis on stochastic modeling, derivatives pricing and computational methods.
- Conducted an in-depth risk analysis utilizing value-at-risk methods, encompassing historical simulation, Monte Carlo simulation, Variance-Covariance method, GARCH, and the Hill estimator. This comprehensive evaluation was performed on the daily returns of all stocks in the S&P 500 from 1950 to the present, leveraging the Python libraries Pandas and NumPy.
Streamlined internal web applications to improve user experience and accelerate backend data workflows—optimizing performance, enhancing responsiveness, and enabling smoother data integration and operations.
- Overhauled the architecture of web applications, utilizing PHP, MySQL, and JavaScript to improve maintainability and performance.
- Refined and optimized SQL queries, significantly speeding up data access and reducing server load.
BSc in Applied Mathematics covering calculus and linear algebra, differential equations, numerical analysis, mathematical modeling, statistics, optimization, computing fundamentals, and applications across science, engineering, economics, and data-driven systems.
Devised and implemented optimized algorithms in database environments to streamline item retrieval and automate reporting processes, significantly enhancing query speed and operational efficiencies.
- Developed MySQL search and reporting algorithms to speed SKU retrieval and improve inventory accuracy.
- Designed and implemented a front-end interface and backend data retrieval logic that supported efficient search workflows for internal users.
Streamlined and automated reporting workflows, significantly improving operational efficiency and enabling faster, data-driven decisions.
- Redesigned payroll reporting processes through automation, transforming lengthy manual tasks into near-instant operations and enabling faster, data-driven decision-making.
Researcher combining embedded systems, data-collection hardware, and simulation modeling to support high-altitude balloon missions and atmospheric studies.
- Designed and executed field data collection and instrumentation for atmospheric research projects.
- Built simulation and visualization tools that supported air-quality research and program documentation.