Kaushal Agrawal

Quant Trader, Quadeye Securities H: (+91) 83183 36956

‡: https://github.com/kaushal02 B: kaushal0181@gmail.com
Education
2019 Bachelor of Technology (Computer Science and Engineering) IIT Kanpur
2014 Higher Secondary Education (C.B.S.E.) J.N.V. Hyderabad
2012 Secondary Education (C.B.S.E.) J.N.V. Kushinagar
Work Experience
Quadeye Securities (Quantitative Strategist) Jan 2019 - Current
• Working in the High Frequency Forex and Futures Team in CME, BOVESPA, DCE, and NSE
• Major work includes latency analyses, alpha generation, and operations
• Spearheaded a strategy in DCE with returns of 14% over the past two months
Goldman Sachs (Risk Analyst Intern) Summer 2017
• Automated Multivariate Anomaly Detection in various market stress scenario
• Achieved a better anomaly detection ratio using a hybrid algorithm which was proposed by comparing perfor-
mances of various unsupervised multivariate anomaly detection algorithms. Documented analyses & findings
• Detected, analysed & addressed anomalies synchronously by building an online dashboard and navigation tool
• Received Pre-placement offer

Achievements
• Selected in Global Top 50 finalists in Codechef SnackDown 2016 out of 13,000 participating teams
• Secured Rank 5 in Pre World Finals stage of ACM-ICPC at Kolkata regionals among all colleges in India
• Secured Rank 17 in ACM-ICPC India Finals 2017 among teams from over 300 participating colleges
• Secured Rank 62 in Google Kickstart Round F 2018. Selected for Round 2 of Google Code Jam 2016
• Selected for Round 2 in Facebook Hacker Cup for three consecutive year 2016-18. Best rank 302
• Secured Rank 5 in International Coding Challenge organized by IIT Bombay during Techfest 2016
• Ranked Top 50 five times in monthly Cook-offs on codechef among 2000 active coders worldwide. Best rank 23
• Highest rating 2231 on Codechef, ranked among Global Top 500 coders twice among 150,000 coders
• Course tutor in Introduction to Programming: Delivered weekly lectures to a batch of 37 students
• Secured All India Rank 181 in JEE Advanced among 150,000 shortlisted from over 1.5 Million candidates
• Secured Rank 1 in Regional Mathematics Olympiads 2013 organized by TIFR, India

Projects
• Predicting Word from Brain Activity | Machine Learning, Prof. Piyush Rai Autumn 2016
– High dimensional data modeling to predict words among discrete choices based on fMRI images of the subject
– Performed dimensionality reduction and feature extraction while training the model using regression, K-
means, and LASSO. Verified the algorithm accuracy by Leave-p-Out cross-validation for small values of p
– Compared to the existing benchmark of 80% accuracy, achieved cross validation accuracy of 90%
• x86 Compiler for C | Compiler Design, Prof. Amey Karkare Spring 2017
– Implemented a C to x86 Assembly compiler from scratch for fully functional subset of C language using C++
– Implemented generators for Abstract Syntax Tree, three-address code, and assembly code using flex and bison
– Incorporated advanced features like short circuiting, register allocation optimization & user classes with return
• NachOS | Operating Systems, Prof. Mainak Chaudhuri Autumn 2016
– Created I/O mappings and Implemented basic system calls for NachOS running on MIPS simulator in C++
– Implemented process scheduling algorithms including UNIX scheduling, round-robin, SJF, and non-preemptive
– Implemented and compared page replacement algorithms like random allocation, FIFO, LRU, and LRU clock

Technical Skills
Programming Languages:
Softwares and Utilities:
Relevant Courses
Algorithms I, II
Theory of Computation
Functional Programming
C/C++, R, Python, Haskell, SQL
GNU octave, Git, LATEX, Vim, MongoDB
Data Mining Microeconomics
Computer Networks Algorithmic Game Theory
Database Management Applied Stochastic Processes