Aman Agrawal, CQF

Product Engineer

New Delhi, Delhi, India7 yrs experience
Most Likely To Switch

Key Highlights

  • Designed a high-frequency trading platform with 20 µs latency.
  • Developed chatbots automating 1500+ conversations daily.
  • Achieved 90% accuracy in sarcasm detection using LSTM.
Stackforce AI infers this person is a Fintech and AI specialist with strong quantitative and software engineering skills.

Contact

Skills

Core Skills

High-frequency TradingC++Financial EngineeringQuantitative FinanceDistributed SystemsPythonApplied Machine LearningData EngineeringData PreparationNeural NetworksSoftware DevelopmentEtl Tools

Other Skills

Algorithmic TradingAnalyticsBankingBig DataCommunicationComputer ScienceData AnalyticsData ScienceData VisualizationDeep LearningEDAEquitiesEquity DerivativesEquity TradingExtract, Transform, Load (ETL)

Experience

7 yrs
Total Experience
1 yr 9 mos
Average Tenure
3 yrs
Current Experience

Shri parasram holdings p limited

Quantitative Developer

Jun 2023Present · 3 yrs · New Delhi, Delhi, India

  • Designed a proprietary High-Frequency Trading (HFT) platform from the ground up using native C++17 for the NSE (NNF protocol). Achieved 20 µs Tick-to-Trade latency without FPGA acceleration, encompassing all core modules: Tick Parser, Order Book, Strategy Engine, RMS, and OMS.
  • Developed stock exchange simulator in C++17 for backtesting, and optimized it to achieve a full-day simulation of 500M+ ticks within 10 minutes
  • Currently developing another HFT platform for the BSE, leveraging the existing architecture and implementing the FIX protocol.
  • Conducted implied volatility surface modeling using Black-76, and cubic spline interpolation to analyze and predict options pricing dynamics.
  • Built predictive models using regression techniques to forecast mid-price movements based on high-frequency trading data.
  • Performed cointegration tests and statistical analysis to identify long-term equilibrium relationships between financial instruments.
High-Frequency TradingC++Trading SystemsFinancial EngineeringAlgorithmic TradingNeural Networks+26

Goldman sachs

Associate Software Engineer

Sep 2021Mar 2023 · 1 yr 6 mos · Salt Lake City, Utah, United States · On-site

  • · Develop and maintain the platform in accordance with the changing regulatory and business needs
  • · Deployed a Python framework for the Credit Risk division's ETL processes, leveraging Dask distributed computing for scalability. Integrated state management in MongoDB, enabling interrupted jobs to resume with fixes and avoiding full pipeline reruns. Achieved a 75% runtime-reduction to process 15M+ records. A major challenge involved reusing the firm’s legacy model code, which resided in the firm's proprietary code infrastructure - Slang.
Distributed SystemsFinancial EngineeringWritten CommunicationMongoDBPython (Programming Language)Communication+20

Ascendo ai

Data Science Intern

Mar 2021May 2021 · 2 mos · California, United States

  • · Built an NLP application to query and rank 100k+ documents on the basis of user-defined constraints. Deployed Docker containers into production using AWS ECS cluster.
  • · Re-engineered the application APIs and MongoDB query pipeline to achieve complete data aggregation within 4 seconds
Applied Machine LearningNeural NetworksCommunicationData VisualizationSQLShell Scripting+14

Illinois institute of technology

Research Assistant

Jan 2020Aug 2020 · 7 mos · Chicago, Illinois

  • Research Assistant in the Linguistic Cognition Laboratory and member of the Metaphor
  • Identification project team led by Head of the university’s Computer Science Department.
  • · Trained a model in python for identifying metaphorical words in a sentence with an accuracy of 67%
  • · Built an LSTM model which using GloVe embeddings identified sarcastic sentences with 90% accuracy
  • · Researched a Brexit-tweets text-classification model using only 10% labeled data. Using Snorkel for supervision and Exploratory Data Analysis, improved classifier accuracy by 15%
Data PreparationWritten CommunicationNeural NetworksData VisualizationSQLShell Scripting+11

Natwest group (formerly rbs)

2 roles

Software Engineer

Promoted

Jun 2018Jul 2019 · 1 yr 1 mo · Gurgaon, India

  • Experienced software engineer in backend NodeJS and Javascript development. Member of the AI
  • center of Excellence team to design and implement AI/ML models into business practices.
  • · Developed AskArchie, a host of chatbots used bank-wide, serving 50k+ users with 1500+ conversations automated daily through FB Workplace, Service Now, Liveperson and company network channels.
  • · Innovated a Contract Intelligence system to reduce contract management time, with a potential to save £5M annually. Presented this to RBS bank leaders to reduce time spent managing lengthy contract cycles.
Applied Machine LearningFinancial EngineeringWritten CommunicationCommunicationSQLBanking+5

Analyst

Jul 2017May 2018 · 10 mos · Gurgaon, India

  • Capital Calculator Engine, Credit Risk Reporting, Enterprise Solutions
  • · Coded R scripts to perform ETL tasks on enterprise data, facilitating transition from legacy Oracle database to Kafka- enabled cloud-based Data Lake architecture on AWS
Financial EngineeringWritten CommunicationCommunicationSQLETL ToolsProgramming+2

Smart joules

Android Developer and Data Analyst Intern

Jun 2016Jul 2016 · 1 mo · New Delhi

  • Intern with Smart Joules development team tasked with shadowing developers and handling daily
  • necessary duties. Accomplishments include:
  • · Developed a database that stored meter readings able to be identified by scanning QR codes or NFC tags on the meter.
  • · Designed mobile UI to visualize the readings from sensors obtained over 7 days.
  • · Ran a meter data analysis to identify energy usage patterns and reported methods to maximize power efficiency.
SQLProblem Solving

Dawailelo.com

Android Developer Intern

Jul 2015Aug 2015 · 1 mo

  • Developed a login portal and implemented a session manager, maintained a database of customers and the medicines ordered by them. Added the android app functionality of clicking the image of doctor's prescription and upload it to the server and keep a record of it in the database.
SQLProblem Solving

Education

CQF Institute

Certification in Quantitative Finance — Quantitative Finance

Jun 2024Apr 2025

Illinois Institute of Technology

Master's degree — Computer Science

Jan 2019Jan 2021

Delhi College of Engineering

Bachelor of Technology - BTech — Mathematics and Computer Science

Aug 2013May 2017

Somerville School, Vasundhra Enclave, Delhi-110096

High School

Jan 2000Jan 2012

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