python, sql, risk management, data visualization, c++

AMITYA AGARWAL

*** * ***** ******, ********* #*, New York, NY, 10026

646-***-**** ******@********.*** linkedin.com/in/amityaagarwal EDUCATION

Columbia University New York, NY

M.S. in Financial Engineering Expected Dec 2020

• Relevant courses: Discrete and Continuous-Time Stochastic Models, Convex Optimization, C++, Algorithmic Trading, Monte Carlo Simulation Methods, Statistical Analysis, Options Theory, Deep Learning, and AI Applications in Finance Vellore Institute of Technology Vellore, IN

B. Tech in Computer Science and Engineering Jul 2019

• Relevant courses: Data Structures and Algorithms, Investment and Portfolio Management, Artificial Intelligence, Machine Learning, Data Mining and Object-Oriented Programming

WORK EXPERIENCE

JP Morgan Asset Management New York, NY

Data Science Intern Jun 2020 - Sep 2020

• Scraped data from Yelp leveraging the Yelp Fusion API & Beautiful Soup framework in Python

• Performed EDA; Data Integration, outlier analysis, missing value treatment, correlation analysis & PCA using Scikit-learn

• Utilized K-means & Hierarchical clustering techniques to cluster data by zip code; and utilized Seaborn and Mapbox libraries in python to find patterns and anomalies in data

• Proposed solutions to team to improve modeling process and identify active street life areas to make profitable real estate investment decisions by more than 30%

Innovaccer Analytics Pvt. Ltd. Noida, IN

Decision Science Intern Dec 2018 - May 2019

• Implemented a data-masking algorithm to hide sensitive patient data using sqlalchemy and faker framework in Python. The data was leveraged by the sales team to secure new clients and increase revenue by more than 250%

• Developed an access control algorithm by manipulating data on SQL and administrating it in Python

• Automated quality assurance process by deploying Python Scripts; increasing efficiency by more than 400%

• Updated dashboards for 3 different clients showcasing high level results and trends using Sisense

• Awarded Champion of Quarter Certificate for Quarter 1, 2019 Religare Securities Ltd. Noida, IN

Equity Research Intern May 2017 - Jul 2017

• Performed deep fundamental analysis (EIC Approach) on over 15 stocks in disparate industries and presented findings to portfolio manager on a weekly basis

• Researched industry trends and analyzed company's financial statements by conducting ratio and trend analysis to make well informed recommendations to portfolio manager

ACADEMIC PROJECTS

High-Efficiency Limit Order Book & Backtester Sep 2019 - Dec 2019

• Built a minimum viable trading workflow with order gateway, order manager, book builder and market simulator in C++

• Computed 50- and 100 -day moving averages based on orders in the LOB; generating long/short trading signals accordingly

• Deployed efficient Data Structure to model order & level-based books; achieving O(1) complexity for lookup & retrieval of prices

• Calculated PNL and matched it with Python execution of the Trading Strategy Options Pricing Oct 2019 - Dec 2019

• Implemented Cox-Ross-Rubinstein (CRR) market model in python to price American Call/Put Options and improved stabilization using implicit Euler Scheme

• Developed a Deep-Learning model using Tensorflow for predicting early exercise premiums for options under variance gamma process by generating labels using FFT and CONV algorithms SKILLS & CERTIFICATIONS

• Certifications: FRM Program, Passed FRM Exams Part 1 & Part 2

• Programming: Python, SQL, C, C++, MS Excel, VBA and Data Visualization

• Interests: Chess, Poker and Lawn Tennis

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