About

Garima Agarwal is a highly skilled quantitative researcher with expertise in statistics and probability, statistical arbitrage, time-series analysis, econometrics, quantitative asset management, risk management, fixed income modelling, and derivative pricing. She is proficient in programming languages such as Python, C++, R, and Julia. Garima is passionate about quantitative trading, research, alpha strategies, statistical arbitrage, quantitative finance, quantitative asset management, quantitative strategies, and factor analysis. Currently, Garima works as an Associate at RJA Asset Management LLC, where she designs and implements equity option strategies for institutional clients. Her work aims to improve the long-term risk-adjusted returns of an institutional portfolio. Garima collaborates closely with each client to develop a tailored solution based on their unique needs and constraints. Garima has previously worked as a Financial Engineer at Western Asset Management, where she worked on the Analytics tool WISER to simulate various risk management scenarios using Monte Carlo simulation techniques. She also developed a Solvency Capital Requirement calculator based on interest rates, FX rates, and credit spread on each position within the portfolio. Additionally, she has worked as a Quantitative Research Intern at Research Affiliates, where she assisted in research to study the returns of an index before and after its launch to stipulate the pattern and see its consistency with its ETF counterpart. She also investigated the advantages of Python to implement and backtest various strategies based on RAFI Fundamental Indexes. Garima holds a Master's degree in Financial Engineering from UCLA Anderson School of Management, where she also completed a Masters degree. She has a Bachelor of Engineering (B.E.) with Honors in Computer Engineering from Netaji Subhas Institute of Technology and a Bachelor of Engineering from the Department of Management Studies, NSUT. Garima attended Delhi Public School, Vasant Kunj, for her schooling. Garima is a Research Scientist with relevant experience of 7.78 years. She is a valuable asset to any organization that seeks a highly skilled quantitative researcher with a passion for quantitative trading and asset management.