Aayush Patel

Aayush Patel Email and Phone Number

Aspiring Quant | Rutgers Business School | IIT Bombay
Aayush Patel's Location
Harrison, New Jersey, United States, United States
About Aayush Patel

I am a multifaceted professional with a strong background in engineering, research, and software development, passionate about tackling complex challenges in both finance and engineering. My approach involves the integration of models, algorithms, and data to solve engineering problemsCurrently, I am pursuing a Master's degree in Quantitative Finance, having previously completed a Master's degree in Computational Fluid Physics from IIT Bombay. With over two years of experience in the finance industry as a Software Developer and Machine Learning Engineer, I specialize in Stochastic Portfolio Optimization, Derivative Pricing, Quant/Risk Modeling and High Performance Numerical Computing. Presently, my research focuses on Risk Averse Reinforcement Learning under the supervision of Prof. Andrzej Ruszczynski.Please visit for more information: https://aayushpatel1696.netlify.app

Aayush Patel's Current Company Details

Aspiring Quant | Rutgers Business School | IIT Bombay
Aayush Patel Work Experience Details
  • Linedata
    Quantitative Analyst - Risk Ml
    Linedata Apr 2022 - Jul 2023
    Mumbai, Maharashtra, India
    • Assisted in building alert based trade monitoring system for Canadian Bank to identify patterns in trade execution failures • Contributed to MLOps architected library development using OOPs principles and unit testing that has reduced substantial efforts of Machine Learning model training, deployment, and data transformations • Deployed sophisticated data driven model using Commodity market, Futures and Geopolitical data that detects trade settlement errors and performed SHAP analysis to showcase relevant features and data-drift over the time • Curated memory optimized data pipeline for seamless transfer of traders' voice data using distributed computing and lazy evaluation chunking which process medium to big datasets (0.5TB to 1.5 TB) on 14GB multi-core CPUs and built prediction model to recognize emotions using fused Convolutional Neural Networks (CNN) and Long Short-Term Memory (LSTM)
  • Quantsapp
    Backend Python Developer
    Quantsapp Jul 2021 - Apr 2022
    Mumbai, Maharashtra, India
    • Integrated highly optimized server-side Python API in lambda to compute implied volatility (IV), historical volatility (HV), future realized volatility (FRV) on fused historical and live streaming data sets of National Stock Exchange• Productionized real time market data streaming server using Kafka topics and distributed to downstream users that has serverd 25000+ clients concurrently with the data output 30 Mbps with zero downtime• Devised high throughput implied Volatility Adjustment model that yields volatility SMILE on noisy instruments data• Designed and implemented distributed computing module using MPI4py library for efficiently processing big data logs generated by options trading analytics platform• Delivered white label broker linking Derivative Trading product that allows users to trade on financial instruments• Coded low latency algorithm for computing top 10 gainers/losers using real-time volume-pricing data of around 100 stocks
  • Indian Institute Of Technology, Bombay
    Research Assistant- Fluid Mechanics And Fluid Power Lab
    Indian Institute Of Technology, Bombay Jul 2018 - Jul 2021
    Mumbai Suburban, Maharashtra, India
    Led a team of teaching assistants to successfully conduct experiments on Turbo machinery and Elementary fluid mechanics.
  • Indian Institute Of Technology, Bombay
    Pg Nominee Of Mechanical Department
    Indian Institute Of Technology, Bombay Aug 2019 - Jul 2020
    Mumbai Suburban, Maharashtra, India
    Organized various academic and extracurricular activities for Pg students of IIT Bombay.Managed department funds and looked after various extracurricular activities

Aayush Patel Education Details

Frequently Asked Questions about Aayush Patel

What is Aayush Patel's role at the current company?

Aayush Patel's current role is Aspiring Quant | Rutgers Business School | IIT Bombay.

What schools did Aayush Patel attend?

Aayush Patel attended Rutgers University - Newark, Indian Institute Of Technology, Bombay, L.d. College Of Engineering.

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