Hi, I am currently pursuing a Master’s in Financial Engineering from UC Berkeley. I’m a Machine Learning enthusiast and a Quantitative Strategist at Goldman Sachs. I have developed and optimized the CVA Engine for OTC derivatives using advanced statistical and computational methods while working at Goldman Sachs.I have published a paper on Foreign Accent Classification Using Deep Neural Nets and earned several certifications in Financial Markets, C++, Python, and Advanced Statistics for Data Science.I am passionate about finding innovative solutions to complex quantitative challenges. I am also interested in music and pokerI am looking for Quant Research/Trading opportunities that combine machine learning and finance. If you are interested in working with me or learning more about my projects, please feel free to contact me at akshay_gupta_k@berkeley.edu. I would love to hear from you.
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AssociateBmo Capital MarketsNew York, Ny, Us
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InternGcm Grosvenor Oct 2024 - PresentNew York City Metropolitan Area -
AssociateGoldman Sachs Dec 2022 - Feb 2024Bengaluru, Karnataka, India* Collaborated on a team-wide effort to increase the numerical stability of CVA Engine for a long-dated portfolio leading to a decrease in the Risk Weighted Asset leading to effective credit risk management* Increased Compute efficiency of CVA Greeks calculation with quantitative and computational methods leading to a decrease in compute time by 50% for 1. 5 million OTC trades -
Quantative AnalystGoldman Sachs Jun 2020 - Dec 2022Bengaluru, Karnataka, India* Assessed the Dynamics of CVA Monte Carlo Engine with Swaptions and FX Options using an Analytical Framework for accurate Counterparty Exposure and CVA modeling* Implemented a Framework to calculate CVA Greeks for Interest Rates, FX, Commodities, and Credit Derivatives
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SecretaryMachine Learning Club Nits Jul 2019 - Jun 2020Silchar, Assam, India* Managed day to day functioning of the club* Taught machine learning and Python programming to club members* Worked on expanding the reach of the machine learning club through Hackathons* Collaborated with club members to develop content for teaching ML algorithms -
ModeratorMachine Learning Club Nits Aug 2018 - Jun 2019Silchar, Assam, India* Worked on developing content and projects for teaching machine learning to undergraduate students.
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Ias Summer Research FellowshipIndian Institute Of Technology, Kharagpur May 2019 - Jul 2019Kharagpur Area, India* Developed a bilingual text summarization Deep Learning based NLP model with encoder-decoder architecture* Trained a model with Supervised Learning for English Text summarization and applied a discriminator for direct Hindi paragraph summarization in an unsupervised way
Akshay Gupta Education Details
Frequently Asked Questions about Akshay Gupta
What company does Akshay Gupta work for?
Akshay Gupta works for Bmo Capital Markets
What is Akshay Gupta's role at the current company?
Akshay Gupta's current role is Associate.
What schools did Akshay Gupta attend?
Akshay Gupta attended University Of California, Berkeley, Haas School Of Business, National Institute Of Technology Silchar.
Who are Akshay Gupta's colleagues?
Akshay Gupta's colleagues are Boqing (Ran) Zheng, Cfa, Samantha J., Cullen Mcnamee, Jennifer Finer, Taylor Truman, Kelsey Kucik, Jake Rogers.
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