Atharv Arora

Research Associate - Rates Derivatives Strategist

J.P. Morgan Chase & Co.

Professional Experience

J.P. Morgan Chase & Co.

Research Associate - Rates Derivatives Strategist | February 2025 - Present

Research Analyst - Rates Derivatives Strategist | January 2024 - January 2025

  • • US Interest Rates and Derivatives, CIB. Worked in creating and understanding trading strategies
  • • Worked as a C++ and Python Engineer, Modernised older implementations into newer ones
  • • Created a Bond Analytics Module single-handedly - an in-house tool capable of performing scenario analysis for different bonds in various rate hike/cut scenarios

AStratInvest

Quantitative Researcher Developer | July 2023 - January 2024

  • • Joined the Founding team of AstratInvest Contributing as a Quant Researcher Developer
  • • Set up the firm's Initial Data Pipeline and Structure for Technical Analysis and Model Validation
  • • Researched and back-tested Strategies on a portfolio of $6 million. Helped achieve CAGR of 100% over the year

Wekalp

Software Engineer, CEO's Office | August 2022 - January 2024

  • • Led SDLC integration with Databases and AWS, building end-to-end applications
  • • Developed using Python (Pandas, Numpy, Financial libraries), SQL, Databases, AWS
  • • Created Generative AI Models, particularly Language Models from scratch

Research Experience

Undergraduate Researcher at BITS, Pilani

January 2022 – May 2022

Authored Thesis Titled "Applications of AI and IOT in Healthcare"

Education

Birla Institute of Technology and Science (BITS), Pilani

Bachelor of Engineering (BE) in Electrical and Electronics Engineering | 2018 - 2022

Technical Skills

Techniques

Generative AI, Deep Learning, Machine Learning, RNNs, CNNs, ANNs, GANs, Transformers

Mathematics

Probability and Statistics, Stochastic Processes, Data Structures and Algorithms

Programming Languages

C, C++, Java, Rust, Python, R, SQL, CUDA, Mojo

Languages

English, Hindi, French

Test Scores

JEE Advanced 2018

Ranked 10539/1.2 Million (top 1%)

Eligible for admission into IITs

BITSAT 2018

Score: 343/450 (top 1%)

GRE 2022

Score: 326/340