Soumitra Agarwal

Derivatives Trader

Amsterdam, North Holland, Netherlands
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Summary

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Soumitra Agarwal is a derivatives trader at Optiver in Amsterdam with 11 years of experience, specializing in volatility products and quantitative market-making. He holds a Bachelor's in Mathematics and Computing from IIT Guwahati and brings prior internship experience at Goldman Sachs to his trading toolkit. An active open-source contributor and former Google Summer of Code participant, he has built numerical and ML tooling for Scilab and maintained research-oriented repositories for multimodal communication projects. Based in Amsterdam, he blends rigorous mathematical training with hands-on engineering and cloud-based preprocessing pipelines, positioning him at the intersection of trading, data science, and open-source engineering.
code11 years of coding experience
job2 years of employment as a software developer
bookBachelor’s Degree, Mathematics and Computing, 7.88, Bachelor’s Degree, Mathematics and Computing, 7.88 at Indian Institute of Technology, Guwahati
bookCBSE, AISSE, Physics, Chemistry, Mathematics, 93.4 %, CBSE, AISSE, Physics, Chemistry, Mathematics, 93.4 % at India International School, Jaipur
languagesEnglish, Hindi
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Stackoverflow

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Github Skills (66)

gradient-descent10
python10
numerics10
scientific-computing10
markdown10
numpy10
root-finding10
numba10
scipy10
fundamental10
interpolation10
blas10
lapack10
mpi10
ndarray10

Programming languages (5)

C++CJavaScriptHTMLPython

Github contributions (5)

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Contributions:2 commits, 1 push, 1 branch in 1 day
SoumitraAgarwal/Fifa-Ratings

Mar 2017 - Oct 2017

Contributions:31 commits, 17 pushes, 1 branch in 6 months
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Soumitra Agarwal - Derivatives Trader