About

Kartik Agarwal is an experienced Member of Technical Staff/Software Engineer with a demonstrated history of working in the information technology industry. He is currently a Senior Analyst (Quant Researcher) at qms capital management lp, where he has performed alpha idea generation and developed novel pair trading stat arbitrage strategy for global commodities and equity futures. He has quantified economic info, back-tested them and came up with ideas to improve the performance metrics of the fixed income futures model and the combined portfolio. He has also made the infrastructure and pre-calculations for the $2-billion global macro hedge fund’s alpha models and optimization process like cost model, risk, etc. in python thus making the critical processes robust, maintainable. He has identified and evaluated new datasets for equities and commodities. Kartik is skilled in Java, Python, SQL, R, and C++. He is a strong engineering professional currently pursuing a Masters in Financial Engineering from UCLA Anderson School of Management, where he is working as a Data Engineer Intern and Graduate Student Researcher. He has estimated trends and conducted time series analysis in diversification potential for equity, debt, and real estate within and across asset classes and countries to quantify the impact of world events. He has performed fixed effects panel regression, PCA and identified factors to access drivers of diversification potential. He has used Optical Character Recognition, NLP and web scraping on COVID policies to structure and quantify data for analysis in conjunction with the Federal Reserve Bank of Philadelphia. He has also set up the backend server infrastructure and developed the full stack website to analyze the data. Kartik has a Bachelor of Technology (B.Tech.) degree in Computer Science and Engineering from Vellore Institute of Technology and is currently pursuing a Master of Financial Engineering from UCLA Anderson School of Management. He has a relevant experience of 3.94 years and his tech stack includes Research Scientist, SQL, Software Engineer, Python, infra, Data Engineering, NLP, Java, Backend, and Web. He is looking to apply the algorithmic skills gained in the finance industry.