Austin Agarwal

Research Engineer, Equities · IMC Trading — New York

• Research engineering on the equities desk.

Quantitative Developer · Garda Capital Partners — New York

• Supported global interest-rates derivatives PMs and quant researchers; architected several high-impact projects transforming the desk's analytics and trading capabilities.
• Introduced a multi-temporal data model with auditing across all firm data, enabling accurate historical analysis and reproducibility.
• Built volatility surfaces for FX options, swaptions and listed options via linear regression and SABR models.
• Distributed service architecture giving PMs in every office redundancy, locality and timely analytics.

Software Engineer, US Equity Options · IMC Trading — Chicago

• Automated trading, valuation and monitoring systems on the US equity options desk; low-latency execution. Passed SIE and Series 57.

Software Engineer · Echo Street Capital Management — New York

• Lead engineer establishing the firm's core environment, best practices and code base on a distributed, fault-tolerant architecture.
• Grew the quant business with a high-performance multi-threaded OMS and real-time position/exposure tracking.
• Moved the firm off MS Access onto modern WPF and web stacks; automated allocations, compliance and limits via a rule-based config system.

Software Engineer · BlueMountain Capital Management — New York

• Trade model, data science and operational projects across discretionary and quantitative strategies.
• Modeled complex TRS life cycles, automated corporate actions, netted cross-strategy trades and rewrote capital-allocation algorithms.
• Consistent bi-temporal reference data; moved trade processing onto the firm's grid-computing cluster.

Software Engineer · Graham Capital Management — Rowayton, CT

• Scalable market-data infrastructure collecting decades of Time & Sales data across hundreds of global exchange-traded and OTC markets.
• APIs feeding senior research and discretionary PMs, integrated with proprietary automated trading systems.

Back-End Developer · Freepoint Commodities — Stamford, CT

• Led back-end development of purchase & sales and settlement systems: trade capture, invoicing, reconciliation, margining.

Software Engineer · NorthPoint Solutions — New York

• Front-office cashflow-analysis and price-yield UIs for a $10B fixed-income fund; gave the MBS desk remittance data ahead of vendors.

Software Engineer, Lead — Usage & BI · FactSet Research Systems — Norwalk, CT

• Led business-intelligence collection initiatives; previously Systems Engineer on global real-time market-data control systems.

Application Developer & Team Leader · IT@Purdue University — West Lafayette, IN

• Re-architected the university's network-asset and configuration-management software, leading a team of four.

Early work — CT / NY

Intern developer at Cardiopulmonary Corp., Swiss Re and Pitney Bowes; first paid development at eWealth R&D, 2002.