Aryan Manjunatha

Aryan Manjunatha is an independent quantitative researcher and a CQF professional. His day job is in financial risk management at a Big Four firm, where he works across the market risk domain—largely stress-testing models and performing end-to-end validation. His research interests sit at the intersection of volatility modelling, factor investing and machine learning, with a persistent interest in applying ideas from econophysics — heavy tails, scaling behaviour, regime structure — to real market data.