-Developing a Quantitative Library Toolkit for use in Quantitative Investment Strategies.-Developed a Generic Volatility Class that provides All information regarding Volatility Surface, Smile Sections, Variances, Risk Reversal and Butterfly Calculations of the FX Options- Developed a Monte Carlo Simulation Functionality that is used by Stochastic 1D processes for Path Generation, Pricing of Paths and Calculating the final expected Payoff. Extended the Functionality for Pricing Paths using Heston and Black Scholes Processes.- Adding new Changes to the existing Investment Strategies focused towards managing Tail Risks and perform hedging using Derivatives.- Created a Correlated Heston Path Generator and Pricer using Cholesky decomposition. Explored different Discretization schemes as a part of the task.

- Supported the development of Mathematical Models for Renewables and Hydrogen asset portfolios (Wind, Solar), as well as for commodity contract portfolios including (e.g. gas and electricity options, spread options) for the European and Australian Markets.- Developed a Generalized Additive Machine Learning model for predicting the prices of Electricity across 4 Australian Regions. - Developed a Python Mathematical Model for predicting the Payoffs of Spread Options using Margrabe's Formula.