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Vivek G. is a seasoned professional in quantitative research and data analysis with a robust background in theoretical physics. Currently serving as a Quantitative Research Analyst at Validus Risk Management, Vivek specializes in pricing and simulation modeling of FX and IR derivatives. Prior experience includes a role as a Business Intelligence Analyst at Deltabase, where automation of data acquisition processes and sentiment analysis using NLP were key responsibilities. Additional experience encompasses work at Universal Quantum focusing on Quantum Error Correction algorithms, research on electron states of copper nanoparticles at Imperial College London, and software development for visualizations in physics education. Vivek holds a Master of Science in Theoretical Physics from Imperial College London, complemented by a high school diploma in Science with Computer Science from HAL Public School in India.