Summary
Shubham Agarwal is a quantitative strategist with 10 years of experience applying computer science, statistics, and probability to electronic trading and investment strategies across J.P. Morgan, Morgan Stanley, and RBC Capital Markets. He combines a NYU MS in Computer Science and hands-on expertise in execution algos, transaction cost analysis, market structure, Q/kdb and Python to design production-ready models and analytics. Earlier roles in data science and engineering at redBus and Ericsson reflect strong full-stack delivery—building forecasting, clustering, and sentiment systems that drove measurable business impact like a 45% reduction in unattended calls. Known for translating complex market microstructure into actionable trading signals, he also brings cybersecurity awareness from his NYU background. Colleagues rely on him for pragmatic problem solving that bridges research-grade quant work and robust engineering for low-latency environments.
10 years of coding experience
1 year of employment as a software developer
Bachelor of Engineering (B.E.), Computer Science, Bachelor of Engineering (B.E.), Computer Science at Ramaiah Institute Of Technology
Master of Science - MS, Computer Science, Master of Science - MS, Computer Science at New York University
English, Hindi