Kannan works where quantitative finance, derivatives, and machine learning meet — with a career built across asset classes and a bias for application over theory.
At Bloomberg, he advised top-tier institutional clients on derivatives strategy and workflow automation, and was an early adopter of BQuant — pioneering data-driven solutions across the firm's quant research platforms.
As one of the most celebrated instructors on Fitch Learning's CQF program, he designed the Python Labs and machine learning modules that shaped a generation of quants — teaching so sought-after it was translated into Chinese. Ten specialised bootcamps in four years remains a program record.
Today he builds OpenArrow and writes Markets & Machines — and advises institutions shaping what AI should mean for them.
Experience20+ years, financial markets
Trained1000s of finance professionals, globally
NowOpenArrow AI — Mumbai
CredentialsCQF · Applied Data Science, WQU
EducationMBA · B.E. Mechanical Engineering
Open source
quantmod. Quant finance, in Python.
Financial time-series, options pricing, risk measures, and market data tooling — a lightweight library for quants, researchers, and analysts.
The LSEG keynote. Gen AI in the market data world.
On how distributed AI will reshape market data and financial services — past the noise, into the real-world shifts. Delivered to data strategists and solution providers across the industry.
One of many stages · panels and seminars on ML & LLMs in finance · CQF lectures to a global cohort, translated into Chinese
Services
Ways of working.
For institutions putting AI to work in markets — from the classroom to the boardroom to production.
Advisory
Strategic counsel on data science, machine learning, and the application of LLMs in finance — for teams deciding what AI should mean for their business.
Workflow solutions
Next-generation financial workflows built on large language models and generative AI — designed for production, not demos.
Keynotes & seminars
Talks, panels, and executive briefings on AI in finance — tailored to the audience, from trading floor to board.
Python Lab
Comprehensive learning modules on Python for quantitative finance and machine learning — designed, developed, delivered.
Workshops
Specialised bootcamps on advanced ML, ensemble modeling, and LLMs & GenAI — built for practitioners.
Corporate training
Machine learning and neural networks for finance — upskilling corporate teams with hands-on depth.
In their words
“The CQF without you would have so much less value… your teachings always point at applications instead of only theory.”
Jose Blasco — Quantitative Strategist & Multi-Asset Trader
“Cufflinks was a really fun project to develop, and then life happened… glad to see what you have done here. Great work.”
Jorge SantosCreator of Cufflinks & Chief Product Officer
“I was a complete novice in programming — after following your guide I became proficient in Python, and published my own package to PyPI.”
Xuefei JiangPython developer
“Spent months trying to understand this through Coursera classes; none have come close to this.”