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

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

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

Projects

Tell me a problem!

*
Changepoint algorithm for MCMC

Changepoint algorithm for MCMC

Change-point Detection in Markov chains for identifying burn-in period

BSTS

BSTS

Bayesian Structural Time Series Analysis of Airplanes and IncomeAnalysis Data

Let's talk options

Let’s talk options

A deep dive into the world of options!

A Peak into the Oil Industry

A Peak into the Oil Industry

A look into the contango vs backwardation markets, and stakeholders of the oil industry

Bayesian Logisitic regression

Bayesian Logisitic regression

Bayesian Logistic Regression model in R for a Bernoulli likelihood.

Gaussian-Mixture-Models

Gaussian-Mixture-Models

Guassian mixture model clustering using EM alogrithm

Time Series and Forecasting

Time Series and Forecasting

SARIMA time series model in python for Monthly Rainfall Data of the last 114 years in India.

Contact

Let’s talk!