Diganta Bhattacharya

Statistical Modeller
FullStack Developer

About

diganta@linux:~$ neofetch
  • Education: Masters and Bachelors in Statistics from the Indian Statistical Institute
    • > Major: Probability
    • > Minor: Financial Mathematics
  • Skills: Experienced in
    • > Developing predictive models
    • > Analyzing financial data
    • > Implementing data-driven solutions
  • Current Role: Full Stack Developer @ ResiDash, Morgan Stanley, FID (Mumbai)
  • Location: Mumbai, Maharashtra, India
  • diganta@linux:~$ _

Experience

Sr. Quant Strategist
Morgan Stanley, FID
2022 - Present
Mumbai
  • Leading strategic analytics for residential mortgage portfolios worth billions
  • Developed USA Home Price Index Analytics with 10% MSE reduction
  • Built automated systems processing 25M+ property transactions
  • Implemented ML models improving AUC by 0.12-0.17 vs legacy systems
Summer Associate
Morgan Stanley, FID
May - July 2021
Mumbai
  • Implemented ANN Model for American Home Price Prediction
  • Developed Hedonic & Geo-Spatial Pricing Models
  • Built comprehensive R-kdb+ framework for model deployment
  • Performed advanced data processing and matrix manipulation
Research Intern
Microsoft Research India
May 2019 - July 2020
Kolkata
  • Developed O(n²) algorithm for Hidden-Subgroup Problem
  • Built Zero-Knowledge Authentication proof prototype
  • Conducted advanced cryptology and quantum computing research
  • Created alternative proof for Fermat's Theorem
4+
Years Experience
25M+
Projects Delivered
20+
ML Models Deployed
View Full Experience & Projects

Projects

TradeDash

A comprehensive trading dashboard for real-time market analysis and portfolio management.

React Node.js MongoDB WebSocket Chart.js
View Project

Wall_ET

A modern, interactive financial dashboard built with Plotly Dash for tracking your stock portfolio, mutual funds, loans, and investments.

Python Plotly Dash Pandas yfinance Financial Analytics
View Project

GyAN

A PyQt5-based desktop application that automatically scrapes, filters, and delivers UPSC-relevant news to your inbox daily.

Python PyQt5 BeautifulSoup4 APScheduler SMTP
View Project

Skills

Programming Languages

Python • Q/kdb+ • JavaScript • React • Node.js • WebSocket • Chart.js • R • SQL • Matlab • C • C++

Tools & Technologies

Jenkins • GitHub • Docker • AWS • Cursor • PySpark • RShiny • LATEX • MS Office • Plotly Dash • Desmos

Areas of Expertise

Statistical Modeling • Neural Networks • Mean Field Games • Convex Optimization • Signal Processing • Machine Learning • Number Theory

Blog

Finance in Banks

Financial modeling and quantitative analysis techniques used in banking

Structured Rates Valuation: Example of Bermudan Swaption

A comprehensive guide to pricing complex interest rate derivatives using advanced numerical methods, including trinomial trees, Monte Carlo simulations, and risk management techniques for Bermudan swaptions with multiple exercise opportunities.

Read More

P&L Attribution of a Book: Example of Factor-Based Attribution

A comprehensive guide to factor-based attribution models for identifying key drivers of portfolio P&L, including regression analysis, factor sensitivities, and advanced attribution techniques for performance evaluation.

Read More

Hedging MBS using Duration: Example of Hedge Ratio Calculation

A comprehensive guide to hedging mortgage-backed securities using duration matching, including hedge ratio calculations, advanced hedging strategies, and dynamic rebalancing techniques for effective risk management.

Read More

Modeling Prepayment Risk: Example of PSA Model and CPR

A comprehensive guide to modeling prepayment behavior in mortgage-backed securities using PSA benchmarks and custom models, including refinancing incentives, seasonality factors, and risk management applications.

Read More

Securitization Modeling: Example of Cash Flow Waterfall Analysis

A comprehensive guide to building cash flow waterfall models for securitization, including tranche structuring, risk assessment, and advanced modeling techniques for structured finance products.

Read More

Asset-Liability Management (ALM): Example of Gap Analysis

A comprehensive guide to ALM gap analysis and simulation modeling for managing interest rate and liquidity risk, including regulatory frameworks and advanced techniques for financial institutions.

Read More

Portfolio Duration and Convexity: Example of Key Rate

A comprehensive guide to calculating Key Rate Durations and Convexity for portfolios, measuring sensitivity to yield curve changes and managing interest rate risk across different maturity segments.

Read More

Valuation of Callable Bonds: Example of Binomial Tree Model

A comprehensive guide to constructing binomial interest rate trees and valuing callable bonds, including modeling interest rate movements, calculating cash flows, and incorporating call option exercise decisions.

Read More

Yield Curve Construction and Smoothing: Example of NSS Model

A comprehensive guide to fitting yield curves using the Nelson-Siegel-Svensson model, including parameter estimation, optimization techniques, and practical applications in central banking and risk management.

Read More

Credit Risk Modeling: Example of Credit Valuation Adjustment

A comprehensive guide to estimating PD, LGD, and EAD for counterparties, and calculating Expected Loss and Credit Valuation Adjustment using statistical modeling and Monte Carlo simulations.

Read More

Simulate future short-term interest rates: Example of Vasicek model

A comprehensive guide to simulating future short-term interest rates using the Vasicek model, a widely used mean-reverting stochastic process.

Read More

Calculating Spreads using bootstrap techniques

Example of Option Adjusted Spread for MBS using bootstrap techniques in finance.

Read More

Using Mean-Reverting Process to Estimate Volatility

Example of Ornstein-Uhlenbeck process for estimating volatility and drift in time series.

Read More

Repeat-Sales Transaction Index for Custom Indexes

Example of Home Prices using repeat sales transaction methodology.

Read More

Forecast future interest rates and discount cash flows

Example of Heath-Jarrow-Morton (HJM) framework for interest rate modeling.

Read More

Statistics & Beyond

Exploring unconventional statistical concepts and mathematical curiosities

Correlation and Beyond Part II

Geometric applications of correlation with equilateral triangles and regular polygons, plus cutting-edge correlation measures like Chatterjee's coefficient.

Read More

Correlation and Beyond Part I

Exploring unconventional statistical concepts: Pearson's correlation, zero correlation vs independence, and the surprising behavior of marginally normal random variables.

Read More

Financial Mathematics

Mathematical foundations of finance, derivatives pricing, and quantitative analysis

Coming Soon

Exciting content on mathematical finance, stochastic calculus, and quantitative modeling techniques.

In Progress

ML from Scratch

Building machine learning algorithms from the ground up with pen and paper

Coming Soon

Deep dive into implementing neural networks, optimization algorithms, and statistical learning from first principles.

In Progress

General Trivia

UPSC news digest covering current affairs and general knowledge

UPSC News Digest - Issue IV - March 22, 2025

Comprehensive coverage featuring Vibrant Villages Programme, National Logistics Policy, India Semiconductor Mission, and 7 more essential current affairs updates for UPSC preparation.

Read More

UPSC News Digest - Issue III - March 15, 2025

Essential current affairs covering Vikram-S space breakthrough, International Year of Millets, Bharat 6G Vision, and key developments in India's technological advancement.

Read More

UPSC News Digest - Issue II - March 8, 2025

Important updates featuring PM PRANAM, Global Digital Health Initiative, Green Hydrogen Mission, and key sustainable development initiatives for UPSC aspirants.

Read More

UPSC News Digest - Issue I - March 1, 2025

Current affairs digest featuring Loss and Damage Fund, PM Gati Shakti Plan, National Quantum Mission, and essential UPSC knowledge updates.

Read More

Kaggle Grind

Competition insights, dataset analysis, and machine learning techniques from Kaggle challenges

Coming Soon

Comprehensive guides on Kaggle competitions, data preprocessing techniques, ensemble methods, and winning strategies from real competition experiences.

In Progress

Games

Ultimate Tic-Tac-Toe

A strategic twist on the classic game. Each small board's result determines where your opponent must play next!

Play Game

Reverse Pacman

Play as the ghosts and try to catch Pacman! A fun twist on the classic arcade game.

Play Game

Math Wordle

Find the hidden calculation in 6 tries. Each guess must be a valid calculation. The color of the tiles will show how close your guess was to the solution!

Play Game

Game of Nim

A strategic game where you play against the computer. Remove 1-3 sticks per turn. The player who takes the last stick wins!

Play Game

Its All in the Cards

Predict whether the next playing card will have a higher or lower value than the previous card. Test your luck and strategy!

Play Game

Cyber 2048

Merge tiles, build up to 2048 and beyond in this cyberpunk-themed version of the classic game. Use arrow keys or swipe to combine matching numbers.

Play Game

Art

Manga: Shunya

A shounen manga exploring the intersection of technology and absurdity

Shunya Preview
Latest Panel 3 Panels Available

Solo Art-Works

A collection of original digital artwork and creative expressions

Solo Art Preview
Featured Art 3 Artworks Available

Fiction: A Bad Attempt at A Murder?

A hostel mystery set in a prestigious Mathematics and Statistics institute in Kolkata

"It was a bone-chillingly cold night, an anomaly for a July evening in Kolkata. There were chances of heavy downpour as threatening storm clouds loomed overhead, casting the campus into a cloak of darkness as early as seven in the evening..."

6 Chapters In Progress

Travel

India

Incredible India - A journey through 12 states and regions, from the Himalayas to the coastlines

Delhi West Bengal Maharashtra Kerala +8 more

Oman

Sultanate of Oman - Pearl of the Arabian Peninsula with deserts, mountains, and rich heritage

Muscat Wahiba Sands Jebel Shams Nizwa

Russia

Russian Federation - The largest country in the world, from Red Square to Siberian wilderness

Moscow St. Petersburg Siberia Kamchatka

Visitor Analytics

Explore real-time insights into website traffic, user engagement, and geographic distribution. Subscribe to the newsletter for weekly updates on statistics, finance, and technology.

Loading...
Total Visitors
Loading...
Countries
Loading...
Newsletter Subscribers

Weekly Newsletter

Get insights on statistics, finance, and technology delivered to your inbox every Sunday.