About

Anuvind Bhat is a highly skilled and accomplished MSCS student at Carnegie Mellon University, with a passion for algorithm design, systems programming, and programming languages. He has a Bachelor's degree in Computer Science from BITS Pilani, where he graduated at the top of his class. Anuvind has gained valuable experience working for top companies such as Citadel, Microsoft Research, and D. E. Shaw. Currently, Anuvind is a Software Engineer at Citadel, where he leads development for Citadel Securities within the Portfolio Construction Group. He has designed and added intraday export functionality to asynchronous Python services, replaced the feed to the trading desks’ risk system, created a library to automatically proxy bad timeseries used for pricing, and replaced all Tableau risk reports for CitSec with web-based reports. Anuvind has also optimized data retrieval in the pricing pipeline, reducing peak memory usage by 13x and increasing performance by 6x. He has decommissioned and replaced several unreliable pipelines, such as exports to Treasury using Kafka and spot shocks to Options market-making. Anuvind has also worked as a Research Intern at Microsoft, where he analyzed memory access patterns in cloud systems and created a tool from scratch using DynamoRIO and C++ for tracing the memory accesses of an application. He has used the tool along with Python (Pandas) to analyze Redis and other real-world applications under different workloads. As a Software Engineering Intern at Arcesium, Anuvind worked with the Asset-backed Securities team and created a full-stack application. He designed and implemented programs to track market exposure using weighted least squares regressions and other statistical methods in Python (NumPy) and achieved a 500-factor speedup over the existing implementation for the regressions. He also created a 2-approximation algorithm to automatically re-balance hedges across a sector while minimizing the number of transfers and created a front-end using React to integrate with the Python code. Anuvind's technical skills include Software Engineering, Research Science, Python, Typescript, Kafka, Web, Redis, Pandas, and Frontend. With 2.44 years of relevant experience, Anuvind is a highly motivated and talented individual who is always looking for new challenges to tackle.