Shyam Gonella

Shyam Gonella

Quantitative Developer @ Millennium

About Shyam Gonella

Experienced quantitative software engineer focused on equity derivatives research and trading. Built large-scale systems for both sell side market making and buy side research driven algo trading strategies. Worked with traders, quants and risk managers in high pressure front-office environments. Worked as a member of high performance quant/dev teams, as an independent contributor and also as a solo founding engineer in startup settings. Proficient in Python for quant/data stack (pandas, numpy, sci-kit learn), C# for high performance applications and react/javascript for data visualization. Possess practical knowledge of options pricing models, optimization techniques, linear regression, algebra, numerical methods, machine learning. Knack for quality and thoughtfully engineered software.

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