Madhur Agrawal

Product Manager

Mumbai, Maharashtra, India3 yrs 5 mos experience

Key Highlights

Strong foundation in Mathematics and Probability.
Experience in developing pricing models in finance.
Active involvement in teaching and mentoring students.

Stackforce AI infers this person is a Quantitative Analyst with a strong focus on mathematical finance and numerical methods.

Contact

madhurag26jan@gmail.com LinkedIn

Skills

Core Skills

Numerical AnalysisMathematicsQuantitative FinanceTeaching

Other Skills

C++CalculusComputer ScienceDifferential EquationsFinite Element MethodInterest Rate ProductsLaTeXLinear AlgebraMATLABMathematical AnalysisPartial Differential EquationsPricing ModelsProbabilistic ModelsProbability TheoryProblem Solving

About

I am a Quantitative Research Analyst at Quantbox, a High Frequency Trading firm. I completed my B.S. (4 year) with Honours in Mathematics and a Minor in Computer Science from IIT Bombay in 2024. In the past, I have been actively involved with the Mathematical Olympiad programme. I have been fortunate in seeing how Mathematics and Probability underpin modern finance, and finding that their interplay excites me. Some of my other interests are Probability theory, Numerical analysis, Partial Differential Equations and Algebraic topology.

Experience

Quantbox research

Quantitative Researcher

Jul 2024 – Present · 1 yr 8 mos · On-site

Institut montpelliérain alexander grothendieck

Summer Research Student

May 2024 – Present · 1 yr 10 mos · Montpellier, Occitanie, France · On-site

Invited to work with Project NEMESIS, a joint initiative of the Centre National de la Recherche Scientifique (CNRS) and the University of Montpellier, on the Finite Element Method for numerical solutions of partial differential equations. Worked on Static Condensation methods for the Nédélec Finite Elements.

Finite Element MethodPartial Differential EquationsStatic CondensationNumerical AnalysisMathematics

Morgan stanley

Summer Associate - Strats & Quant - Fixed Income Division

May 2023 – Jul 2023 · 2 mos · Mumbai, Maharashtra, India · On-site

Worked on creation and development of novel pricing models for Interest Rate Swaption products. Learned about Stochastic Calculus, Martingales, Filtrations, Numeraires and Interest Rate products.
Awarded a Pre-‍Placement Offer for full time employment.

Pricing ModelsStochastic CalculusInterest Rate ProductsQuantitative FinanceMathematics

Indian institute of technology, bombay

Teaching Assistant

Aug 2021 – Mar 2023 · 1 yr 7 mos · On-site

Selected as TA 7 times for various undergraduate mathematics courses. Conducted weekly hour-long tutorial sessions for 40+ students. For MA 109 (Calculus 1), conducted weekly office hours for 300+ students.

TeachingMathematicsTutorial Sessions