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LJ

Lakshya Joshi

AI and quantitative developer building volatility forecasting and trading systems

Pune, IndiaActively looking

I am an AI and quantitative developer from Pune, focused on turning market data into practical models for risk and decision-making. I built an end-to-end volatility forecasting engine that combines GARCH-family models with LSTM and XGBoost, and I integrated live VIX feeds to benchmark against classic estimators. I also developed a macro event-study engine to quantify P and L impact from Fed announcements, CPI releases, and geopolitical events. It outputs VaR, CVaR, Sharpe, and Sortino through a FastAPI backend with an interactive dashboard, supported by asynchronous multi-source data pipelines. Beyond trading and risk, I built an LLM-powered privacy compliance checker that parses policies against GDPR and CCPA, ranks violations at the clause level, and deploys the workflow through web and mobile interfaces. I have also completed JP Morgan simulations in investment banking and quantitative research, including DCF and LBO valuation work and quantitative modelling for derivatives pricing and portfolio risk.

Experience

JM

Quantitative Research Job Simulation

JP Morgan Chase & Co. (Forage)

Jan 2026 – Present

Remote

Completed JP Morgan’s Quantitative Research Job Simulation, applying statistical programming and quantitative modelling to derivatives pricing, portfolio risk quantification, and performance attribution across a multi-asset portfolio. Developed data-driven financial models to identify risk-return trade-offs and support systematic investment decision-making.

Statistical programmingQuantitative modellingDerivatives pricingPortfolio risk quantificationPerformance attributionMulti-asset portfolioRisk-return trade-off analysisSystematic investment decision-making
JM

Investment Banking Job Simulation

JP Morgan Chase & Co. (Forage)

Jan 2026 – Present

Remote

Completed JP Morgan’s Investment Banking Job Simulation covering financial modelling, deal structuring, and M&A advisory. Built comparable company and precedent transaction analyses and prepared a pitch book for a hypothetical acquisition. Conducted DCF and leveraged buyout (LBO) valuation exercises, synthesising key assumptions into an executive-level client presentation.

Financial modellingDeal structuringM&A advisoryComparable company analysisPrecedent transaction analysisPitch book preparationDiscounted cash flow (DCF)Leveraged buyout (LBO)Client presentationValuation analysis

Education

IV
IIM Vishakhapatnam & Intellipaat

Investment Banking Certification — IIM Vishakhapatnam & Intellipaat, Financial Modelling, M&A Valuation, Discounted Cash Flow (DCF), Leveraged Buyout (LBO) Analysis

In progress.

SI
Symbiosis Institute of Technology

Bachelor of Technology, Artificial Intelligence & Machine Learning, Artificial Intelligence & Machine Learning

May 2027

Relevant coursework: Financial Econometrics, Time Series Analysis, Machine Learning, Reinforcement Learning, Computer Vision, Data Structures & Algorithms, Statistics & Probability.

Skills

PythonSQLJavaCGARCH/EGARCHLSTMXGBoostDeep Q-Networks (DQN)A2CReinforcement LearningNLPLarge Language Models (LLMs)Computer VisionGenerative AIVaRCVaRSharpe RatioSortino RatioEWMAFastAPIStreamlitMySQLREST APIsGitAWSFinancial ModellingM&A AnalysisDCF ValuationComparable Company AnalysisLeveraged Buyout (LBO) AnalysisPortfolio Risk QuantificationDerivatives PricingMarket Volatility AnalysisAsynchronous Data PipelinesSystem DesignTechnical Leadership

Languages

English
Native or bilingual proficiency
Hindi
Native or bilingual proficiency
Marathi
Native or bilingual proficiency