Jay Nair

Developer

✉ hello@jnair.me 📍 Munich, DE 💼 LinkedIn 💻 GitHub

Summary

Developer with 10+ years of experience. I like to write performant, and maintainable code and have focused on various Finance topics in my career.

Work Experience

Munich RE AG, Munich

Feb 2022 - Present

Application Developer - Business solutions

  • Databricks based data lake solution for market/investment data
  • Tech lead of R based IFRS9 accounting tool project

Volue GmbH, Munich

September 2021 - January 2022

Quantitative Analyst

  • Development and maintenance of trading algorithms
  • Python market data dashboard

AssetMetrix GmbH, Munich

August 2019 - August 2022

Quantitative Developer

  • Optimized analytics codebase: Performance improvements using C and Python
  • Applied machine learning for financial modeling and risk analysis tools
  • Set up CI/CD process
  • In charge of intern

Valustat.co, Kochi

September 2017 - April 2019

Quantitative Developer

  • Led team that built investment apps using python, R, ReactJS, D3.js, Django, MongoDB, MySQL
  • Implemented risk modeling, portfolio backtesting, Macroeconomic stress testing, Monte Carlo methods, PCA, trading algorithms, and novel financial models based on contemporary research
  • Translated performance-critical R and Python functions to parallelized Julia, resulting in up to 80x speedup

consono.ai, Kochi

June 2015 - August 2017

Technical Lead

  • Led the indian development team of Julia based novel database product
  • Responsible for interviewing and mentoring junior developers
  • Completed several MVP projects

Software Developer

  • Microservices using ZMQ and REST API endpoints
  • Low-level C/C++ interfaces for core data pipelines
  • Constraint and numerical optimization solutions for client projects
  • TensorFlow-based NLP

Technical Skills

Programming Languages

Python, C/C++, Julia, R, JavaScript

Data Science/ML

TensorFlow, Keras, PCA

Web Development/Visualization

Jupyter, HTML, CSS, ReactJS, D3.js, R Shiny, Plotly

Database

Databricks, MySQL, MongoDB, Postgres, Aerospike, SQLAlchemy, BigQuery

Backend Development

Django, Flask, FastAPI, ZMQ, Swagger, Wireshark

DevOps/Cloud

Docker, Azure, GCP, Ansible, bash, Virtualbox, Gitlab CI, Linux

Fintech Topics

Portfolio risk analysis, modeling, simulation and optimization. Algorithmic trading, Refinitiv Eikon

AI Topics

Agentic programming, transforming legacy projects to AI enabled development

Key Skills

  • Data science and Gen AI
  • Quantitative Analysis
  • Back-end development
  • Front-end development
  • Database architecture
  • Development Leadership
  • DevOps/Linux

Education & Languages

Electronics & Communication Engineering

Mahatma Gandhi University

2011 - 2015, Kerala, IN

Languages

English, German, French, Malayalam, Hindi, Tamil

Volunteering

Taught IT skills to refugees with Malteser Hilfsdienst e.V

Certifications