Akshay Gupta
Associate
New York, New York, United States
Summary
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Top SchoolAkshay Gupta is a quantitative researcher and Associate on the USD Swap trading desk in New York with eight years of experience building curve construction, risk projection, and CVA frameworks for interest rate, FX, and credit derivatives. He has driven practical efficiency gains—designing a standardized sensitivity engine that reduced analysis time by 20% and creating a Jacobian-based method that sped up credit DV01 calculations 10x—while overseeing capital and calibration improvements across multi-billion-dollar portfolios. Trained in Financial Engineering at UC Berkeley and grounded in ML research, he has applied generative models to VaR/ES estimation for commodity returns and developed bilingual deep‑learning summarization during an IIT Kharagpur fellowship. Curious by nature (as his GitHub bio playfully admits), he blends rigorous analytics with hands‑on model implementation to translate research ideas into desk-ready tools.
7 years of coding experience
1 year of employment as a software developer
Bachelor of Technology, electronics and instrumentation, 8.92/10, Bachelor of Technology, electronics and instrumentation, 8.92/10 at National Institute of Technology SilcharMaster's in Financial Engineering, 3.9/4, Master's in Financial Engineering, 3.9/4 at University of California, Berkeley, Haas School of Business
Github Skills (7)
pytorch8
xla8
deep-learning7
compiler6
deep-reinforcement-learning4
reinforcement-learning4
tpu4
Programming languages (2)
Github contributions (5)
gakshaygupta/Google-drive-folder-downloader-
Dec 2018 - Sep 2020
Contributions:5 commits, 4 pushes, 1 branch in 1 year 9 months
gakshaygupta/Stereo-disparity
Mar 2020 - May 2020
Contributions:36 commits, 33 pushes, 1 branch in 2 months
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