Hello, Old sport!

“We meet fear. We greet the unexpected visitor and listen to what he has to tell us.

When fear arrives, something is about to happen."

Ayush Agarwal

Statistics | Finance | Psychology | Music | Cars | Photography

Haas School of Business, UCB

Hey there, Guten tag!

I am Ayush, currently a Master’s of Financial Engineering candidate at Haas school of Business, UC Berkeley. I completed my Bachelor’s degree from the Maths Dept. at IIT-Kanpur. I have gained skills in statistical research & implementation, Math, Programming and Finance through various courses, projects, internships and summer programs. I have also worked as a Technical Product Manager for the Delivery charges & Serviceability teams at Zomato from June 2021 to Feb 2022. I am looking to apply my skills at Quantitative roles.

Apart from this, I am extremely invested in the Financial markets, specifically in the derivative product space. I have been trading and investing for more than 2 years and would love to hear about your idea of the next big market phenomenon. Ask me anything cars or Formula 1, and I usually cannot shut up about Mclaren. I dabble with music, cooking and photography as well. Let’s get coffee!

Interests

Financial Derivatives
Markov Chains
Bayesian Statistics
Formula 1 engineering

Education

Summer student, 2019

Harvard University
BS, Mathematics and Statistics, 2021

IIT-Kanpur
MS, Financial Engineering, 2023

Haas School of Business, UCB

Publications

I got one!

Quickly discover relevant content by filtering publications.

Ayush Agarwal, Dootika Vats (2020). qbld: Quantile regression for binary longitudinal data. In CRAN.

PDF Code CRAN GSoC Vignette

Experience

Looking for more!

Technical APM, Delivery Charges/Serviceability/Locations

Zomato

Jun 2021 – Mar 2022 Gurgaon

Managed logistical demand optimization products; processed 1.5 MM+ daily orders at optimal GMV/Login-hr - Developed algorithms for monetisation service (Delivery & Surge charges, MOVs); generating $100MM+ revenue
Conceptualized an event-based notification service platform for demand management; serving 4MM+ daily users
Managed technical development of Locations service tech stack; improved multiple address accuracy to < 10m

Technical Product Management Intern

Fitso by Zomato

Jan 2021 – May 2021 Gurgaon

Coordinated development of customer acquisition handling product at Fitso; increased customer conversion by 8%

Researcher

Dept. of Mathematics and Statistics

Sep 2020 – Apr 2021 IIT-Kanpur

Completed reserach and implementation of a novel Change-point algorithm for Markov chains with Prof. Dootika Vats. Ongoing research on Kolmogorov tests for MCMC.

Teaching Assistant

Course: Statistical Simulations and Data Analysis

Sep 2020 – Jan 2021 IIT-Kanpur

Open Source Contributor

Google Summer of Code, R foundation

Apr 2020 – Aug 2020 California

Implemented the Bayesian quantile regression model for binary longitudinal data (QBLD) developed in Rahman and Vossmeyer (2019). The model handles both fixed and random effects and implements both a blocked and an unblocked Gibbs sampler for posterior inference.

Global Markets Analyst Intern

Nomura Structured Finance

Apr 2020 – Jun 2020 Mumbai

Spearheaded an Options Open Interest based systematic trading algorithm for index trading in Python; reduced runtime by 6.0%
Backtested on several global indices such as Nifty, Nikkei, Nasdaq to generate cumulative returns of up to 16% over a 2 year period
Built a python based implementation of Portfolio Allocator and Optimiser across asset classes, using Markowitz Efficient Frontier

Coordinator

Stamatics, Dept. of Mathematics and Statistics

Feb 2020 – Jun 2020 IIT-Kanpur

Conducted talks (by students and faculties) on popular areas of mathematics and statistics. Mentored freshers for a project on probabilistic ML. Assisted in the organization of online math treasure hunt and math murder mystery.

Summer Student

Harvard University

May 2019 – Aug 2019 Boston

Quantitative methods by Prof. Michael Parzen, Department of Statistics, Harvard University
Financial and Managerial Economics by Prof. James Owers, Department of Finance, Harvard Extension School

Editor

Vox Populi

Apr 2019 – Apr 2020 IIT-Kanpur

Headed the Campus Connect division to link the campus community through opinion pieces, guest columns and sessions that cover pertinent campus issues through print, vocal and digital media.
Successfully concluded the series, “As we leave” : A memoir based guest column series penned down by the graduating batch at IIT-Kanpur.
Successfully conducted coverage of flood affected areas near IITK in collaboration with the “Unnat Bharat Abhiyan” by visiting the affected areas and interviewing the concerned.

Volunteer Student Guide

Counselling Service

Jun 2018 – Jul 2019 IIT-Kanpur

Assisted in organizing workshops and sessions for the incoming batch of 900 students during Orientation Program’18. Counselled 6 freshmen personally in acclimating to the IIT Kanpur realm during their mental and academic predicaments