Languages: Python and C++- Pulled and cleaned daily options trading data from queries, parameterized vol surface using Stochastic Volatility Model with Jump Diffusion (SVJ), calibrated parameters using Least-Squares optimization methods. Recovered original option price with MRE of approx. 5% on daily trading data- Developed vectorized algorithm that prices and computes Greeks for European Options, prices American, Asian Options, Lookback, and Barrier Options using Analytical Engine and… Show more Languages: Python and C++- Pulled and cleaned daily options trading data from queries, parameterized vol surface using Stochastic Volatility Model with Jump Diffusion (SVJ), calibrated parameters using Least-Squares optimization methods. Recovered original option price with MRE of approx. 5% on daily trading data- Developed vectorized algorithm that prices and computes Greeks for European Options, prices American, Asian Options, Lookback, and Barrier Options using Analytical Engine and Monte Carlo Simulation Engine - Developed algorithms that trade options, construct options strategy based on market outlooks and hedge against underlying, vega and gamma exposure Show less