
Krishna Tibrewal
Senior Quantitative Developer
Salary / Daily rate
Barcelona, Spain
Freelance
Skills
Languages
About me
Intro
Risk analyst & quantitative developer with 3+ years at top-tier firms like Morgan Stanley and Dolat Capital. Specialized in financial modeling, trading algorithms, and risk management with proven results including 150% performance optimization and nanosecond latency improvements. Expert in Python, C++, and financial analytics ready to solve your complex data challenges.
Work experience
Impact Consultant
180 Degrees Consulting Barcelona
Oct 2024 - Present
2 years 1 month
Barcelona, Spain
As an Impact Consultant at 180 Degrees Consulting, I work with non-profits and social enterprises to create sustainable strategies that drive meaningful change. My primary focus is on identifying and analyzing potential corporate partnerships for clients like Specialisterne, evaluating companies for investment opportunities and strategic alignment. By leveraging data-driven insights and a collaborative approach, I contribute to integrating neurodivergent talent into the workforce and shaping impactful solutions that align with client's long-term goals. This role has deepened my understanding of creating social value through strategic consulting.
Risk Analyst
Morgan Stanley
May 2023 - Aug 2024
1 year 4 months
Mumbai, Maharashtra, India
As a Risk Analyst at Morgan Stanley, I developed models for calculating RTPL for CDS and bond asset classes, supporting the Profit and Loss Attribution Test. I also designed a framework for applying Data Quality Checks on time-series data in line with FRTB guidelines, leveraging Python, Bash, and API design. Additionally, I optimized risk model performance by 150% through MongoDB sharding, data slicing, and OOP, significantly enhancing efficiency in risk analytics.
Quantitative Developer
Dolat Capital
Jun 2022 - Mar 2023
10 months
Mumbai, Maharashtra, India
As a Quantitative Developer at Dolat Capital, I worked on enhancing and optimizing data structures and algorithms for various trading strategies and indicators using C++, Autograd, and Bash. I developed an indicator to calculate implied volatility, leveraging Black-Scholes and Option Greeks models. After intensive training on options trading and high-frequency trading (HFT), I focused on devising new trading strategies and optimizing latencies for two teams of seven quantitative traders. By implementing an optimization technique that pre-packaged orders, I reduced latencies by 10-40 nanoseconds, receiving recognition for the impact on execution speed. Within six months, I took on a leadership role, managing a team of three and collaborating closely with traders to refine strategy executions.
ETL Engineering Intern
Infoclade Solution
May 2021 - Jul 2021
3 months
Chennai, Tamil Nadu, India
Software Engineering Intern
JPMorgan Chase & Co.
Feb 2021 - Mar 2021
2 months
Virtual
Intern
The Sparks Foundation
Sep 2020 - Oct 2020
2 months
Indianapolis, IN, USA
Education
Esade
Masters in International Management
2024 - 2025
1 year 2 months
Indian Institute of Information Technology, Tiruchirappalli
BTech - Bachelor of Technology
2018 - 2022
4 years 1 month
Georgetown University McDonough School of Business
Public Affairs & International Political Economy