Charu Shardul
Post-doc researcher
Talence
Summary
Postdoctoral Researcher at Ecole Polytechnique with a proven track record in scientific writing and experimental design. Experienced with presenting research findings at international conferences. Proficient in working with and implementing sophisticated models in quantitative finance and applied mathematics with research experience in developing a dynamic stock portfolio allocation model. Adept at computational tasks with Python using NumPy, Pandas, SciPy, TensorFlow, Scikit-learn, Matplotlib, etc.
Overview
4
4
years of professional experience
13
13
years of post-secondary education
Work History
Postdoctoral Researcher
Ecole Polytechnique
06.2024 - Current
- In talks with BNP Paribas Asset Management team to implement a dynamic stock portfolio allocation model using BSDEs and deep learning methods
- Working on the paper "Numerical approximation of Markovian BSDEs in infinite horizon and elliptic PDEs"
- Upcoming project on using deep learning methods for predicting European option greeks which measure the sensitivity of the option price with respect to various parameters.
PhD Applied Mathematics
University of Bordeaux
Bordeaux
10.2020 - 05.2024
- Used deep learning methods to solve a dynamic stock portfolio allocation problem with a distribution-dependent optimization criterion, which allows for more flexibility with the risk-to-reward trade-off.
- Developed efficient algorithms for solving BSDEs in infinite horizon using deep learning. Achieved state-of-the-art performance in higher dimensions.
- Developed excellent scientific communication skills, both verbal and written.
- Proven ability to learn quickly and adapt to new situations. Learned to improvise approach and think clearly in high pressure situations.
- Participated in team projects, demonstrating an ability to work collaboratively and effectively.
Education
Ph.D. - Applied Mathematics
University of Bordeaux
Bordeaux, France 10.2020 - 05.2024
Master of Science - Mathematics
UM-DAE CEBS
Mumbai, India 08.2017 - 04.2020
Bachelor of Science - Physics
UM-DAE CEBS
Mumbai, India 08.2014 - 04.2017
Bachelor of Science - Mathematics
UM-DAE CEBS
Mumbai, India 08.2014 - 04.2017
Class XII - CBSE
Kendriya Vidyalaya Picket
Secunderabad, India 04.2013 - 03.2014
Class X - CBSE
Kendriya Vidyalaya Coimbatore
Coimbatore, India 04.2011 - 03.2012
Skills
Quantitative Finance
Monte-Carlo methods
Machine Learning
Deep Learning
Python
TensorFlow
Pandas
Capital Markets
Innovation and Creativity
Scientific Writing
Experimental design
Classroom Instruction
Additional Information
- AIR 256 in National Entrance Screening Test
- INSPIRE fellowship 2014-2019
- Got selected for International Student Exchange Program 2019 for internship at Ecole Polytechnique, Paris.
- Presented research findings at SIAM conference on Financial Mathematics and Engineering.
Languages
English
Bilingual or Proficient (C2)
Hindi
Bilingual or Proficient (C2)
French
Beginner (A1)
Timeline
Postdoctoral Researcher
Ecole Polytechnique
06.2024 - Current
PhD Applied Mathematics
University of Bordeaux
10.2020 - 05.2024
Ph.D. - Applied Mathematics
University of Bordeaux
10.2020 - 05.2024
Master of Science - Mathematics
UM-DAE CEBS
08.2017 - 04.2020
Bachelor of Science - Physics
UM-DAE CEBS
08.2014 - 04.2017
Bachelor of Science - Mathematics
UM-DAE CEBS
08.2014 - 04.2017
Class XII - CBSE
Kendriya Vidyalaya Picket
04.2013 - 03.2014
Class X - CBSE
Kendriya Vidyalaya Coimbatore
04.2011 - 03.2012
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