Quant Research · ML Engineering · Derivatives
Om Umare
Quantitative Research Specialist at London Stock Exchange Group. I build ML models and real-time analytics for financial instruments — from options pricing to production trading systems.
About
I work at the intersection of quantitative finance and software engineering — designing machine learning models, low-latency applications, and analytics platforms for fixed income, options, and derivatives.
Previously at Group One (options market-making) and Venerable (quantitative pricing). M.S. in Machine Learning Engineering and B.S. in Computer Engineering from Drexel University.
Education
Drexel University
M.S. Machine Learning Engineering · B.S. Computer Engineering
Minor in Mathematics and Finance · GPA 3.8
Credentials
- 2025– CFA Level 2 Candidate
- 2024 CFA Level 1 — Passed
- 2023 SIE — Securities Industry Essentials
Experience
- Design and deploy ML models for pricing and valuation across complex financial instruments
- Build low-latency, real-time applications supporting asset evaluation and risk analytics
- Lead scalable analytics platform (Python, SQL, React, Docker, Azure) used by trading and risk teams
- Maintain CI/CD pipelines for high-impact, client-facing production applications
- Developed automated trading technology and strategy backtests
- Built pricing, risk, and capital models for equities and options
- Tested volatility models (SABR, GARCH, SV) for options market-making
- Elevated Futures Pricer model (C#) with cross-functional dev team on GitHub
- Transitioned local data storage to ETL-based SQL architecture
- Evaluated options, Treasury securities, futures, swaptions, and bonds
Skills
Technical
Finance
Research
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Long Distance Drone Detection Jan 2022 – Jul 2023
ML-based object detection and tracking using YOLO for long-range drone signatures.
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An Overview of Deep Learning in UAV Perception IEEE ICCE 2024
Published at IEEE International Conference on Consumer Electronics, Las Vegas.
View on IEEE Xplore → -
Long-Range Drone Detection Dataset IEEE ICCE 2024
Novel dataset for long-range drone detection research.
View on IEEE Xplore →
Finance & Tech Hub
Interactive models and calculators built for derivatives analysis and quantitative research.