∂Sameer Siddiqui

Sameer Siddiqui

Quantitative Developer · Researcher · Algorithmic Trader

I build and research quantitative systems at the intersection of mathematical finance, machine learning, and software engineering. My work spans derivatives pricing, market microstructure, alpha research, and production algorithmic trading infrastructure.

github.com/sameersiddiqui3540 sameersiddiqui-uk sameersiddiqui3540@gmail.com

Experience

AI Automation Engineer · Ericsson
Apr 2023 - Sep, 2024

India

    Application Developer (Python) · Fujitsu
    Dec, 2019 - Mar, 2023

    India

      Education

      Msc Quantitative Finance · University of Glasgow
      Sep, 2024 - Dec, 2025

      Stochastic Calculus, Financial Modelling, Market Microstructure, Machine Learning

      Technical Skills

      Quant & ML

      PythonNumPy / Pandas / SciPyscikit-learnLightGBM / XGBoostPyTorchQuantLib

      Finance

      Black-Scholes / GreeksStochastic Volatility (Heston, SABR)Monte Carlo / PDEsFactor ModelsOptimal Execution (Avellaneda-Stoikov)

      Infrastructure

      LinuxREST APIs / WebSocketsPostgreSQL / RedisGit / CI-CDDocker / Kubernetes

      Research Interests

      • →High-frequency trading: order flow imbalance, short-term alpha signals, latency arbitrage
      • →Stochastic volatility: Heston, SABR, rough volatility (Bergomi) calibration and pricing
      • →Machine learning for finance: factor model construction, alternative data NLP, RL for execution
      • →Market microstructure: optimal market making and execution under inventory and adverse-selection risk