Gaurav Gupta is a Managing Director at Bank of America at Bank of America.
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Managing DirectorBank Of America Feb 2022 - PresentCharlotte, Nc, UsQuantitative Finance Analyst -
DirectorBank Of America Feb 2018 - Jan 2022Charlotte, Nc, Us -
Quantitative Finance AnalystBank Of America Feb 2013 - Jan 2018Charlotte, Nc, Us -
AvpBank Of America May 2010 - Jan 2013Charlotte, Nc, UsFixed income analytics, C++ -
Quantitative DeveloperTitle Trading Jan 2009 - May 2010Develop high frequency algorithmic trading systems including order management, position management, market data feed and risk management.Develop back testing framework used by traders for researching trading strategies.Back-test & implement a portfolio of high frequency trading strategies, Trade Station based on technical analysis, market imbalances, etc. Develop client side equity trading platform.
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Graduate Research AssistantGeorgia Institute Of Technology Aug 2007 - Dec 2008Atlanta, Georgia , UsQCF project involving search engine, storage and retrieval of information on instruments in the energy sector. -
Summer Intern, Financial Engineering ResearchItg Jun 2008 - Aug 2008New York, Ny, UsAnalyzed transaction cost (bid - ask spread) on limit order book augmented with hidden order.Monte Carlo simulation used to select hidden order volume. Transaction cost estimated for different time intervals (15sec, 5min & 30min) depending on the liquidity of stock.Analyzed transaction costs for different parameters like liquidity, bid- ask spread, intraday patterns, % of ADV, Listed/OTC stocks and day of week. Implemented transaction cost model in C++, STL, Perl & UNIX. -
Software Engineer ISt Microelectronics Jun 2006 - Jun 2007Geneva, Switzerland, ChWorked on C++ multithreaded embedded Mobile Base Station software on real time OS.
Gaurav Gupta Education Details
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Georgia Institute Of TechnologyFinancial Engineering -
Delhi College Of EngineeringComputer Science
Frequently Asked Questions about Gaurav Gupta
What company does Gaurav Gupta work for?
Gaurav Gupta works for Bank Of America
What is Gaurav Gupta's role at the current company?
Gaurav Gupta's current role is Managing Director at Bank of America.
What schools did Gaurav Gupta attend?
Gaurav Gupta attended Georgia Institute Of Technology, Delhi College Of Engineering.
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