Ridham
Quantitative Data Scientist · Options & Derivatives
Talent
New DelhiMember since August 24, 2026
Options & derivativesPythonPolarsDuckDBParquetStreamlit
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Options & derivativesPythonPolarsDuckDBParquet
About
Quantitative data scientist at an options trading firm. I backtest options strategies across NSE, BSE, MCX and US markets and built the Python / Polars / DuckDB pipeline behind the research — 1B+ rows, load times cut from hours to seconds
Experience
Jr. Data Scientist at Pranjali Grow Cap Pvt Ltd (2025-09 – Present)
- Identified the firm's top-performing options setups — measured by backtested PnL across days-to-expiry, weekday and strike — by designing and testing quantitative trading strategies for NSE, BSE, MCX and US derivatives markets.
- Cut strategy research turnaround from hours to seconds on 100M–1B+ row options datasets by replacing full Excel reloads with an incremental Python + Polars pipeline that re-processes only new market data.
- Enabled near real-time strategy analysis for the trading team — dashboards refresh in seconds instead of hours — by building a DuckDB-over-Parquet query layer and a Streamlit app with an Excel-style drag-and-drop pivot builder and automated Excel heatmap generation (xlwings).
- Optimized strategy selection across thousands of parameter combinations per backtest — evaluating profit potential and risk exposure of each variant under diverse market conditions — via a systematic PnL aggregation framework that separates robust setups from noise.
- Automated daily data updates, eliminating manual reloads entirely, by engineering memory-optimized ingestion (RAR → Parquet, chunked aggregation) that processes millions of rows per run within tight memory limits.
Education
Bachelor of Computer Applications in Computer Applications – Guru Gobind Singh Indraprastha University (2022 – 2025)
Skills
Quantitative Data ScientistOptions & Derivatives

