Kannan Singaravelu is a Quantitative Equity and Derivatives Researcher. His expertise is in derivatives structuring, research and data analytics.
Kannan has a rich experience spanning across asset classes where he headed a commodity derivatives research desk and oversaw a multi-asset structured product business. In 2014, he moved to Bloomberg LP as a derivatives market specialist and has early exposure to the Bloomberg quant and data science platform. Later, he was associated with Bloomberg Quint and contributed to the BQEdge derivatives series.
Kannan is a strong advocate of financial data science and fond of scientific computing and machine learning. Kannan organizes bootcamps about Python and is a speaker in the PyData Mumbai meetup group. He has designed and developed a comprehensive Python for Derivatives and Python for Quant Finance modules that are now part of financial derivatives curriculum in reputed institutes.
Kannan holds a Bachelor degree in Mechanical Engineering and a Master degree in Business Administration and is a CQF alumnus.
