Summary
Aman Sawhney is a quantitative researcher with a decade of experience blending web development roots and advanced statistical training from Stanford to build data-driven trading strategies. He has progressed from freelance software work to research roles at GTS’s Automated Volatility Trading group and now Squarepoint Capital, focusing on deep learning applications for quantitative trading. Comfortable bridging theory and production, Aman leverages a strong math/statistics foundation to implement models that perform in live, low-latency markets. Based in New Hyde Park, NY, he brings both hands-on coding experience and academic rigor, with an appetite for exploring novel ML techniques applied to finance.
9 years of coding experience
2 years of employment as a software developer
Master's degree Statistics, Master's degree Statistics at Stanford University