Abhirami R

Envelope abhirami.r.cd.mat19@itbhu.ac.in Envelope abhirami2262@gmail.com Phone-Square-Alt +91 884-865-7743

EXPERIENCE LINKS
JP MORGAN CHASE | QUANTITATIVE RESEARCH INTERN LINKEDIN linkedin.com/abhirami-r/
May 2023 - July 2023 Github github.com/abhirami-r
Identified signals in price movement of commodity futures from weather forecast
data and backtested the model.
Exposure: Python, Voila, unittest, Commodities EDUCATION
March 2022- July 2022 | QUANTITATIVE RESEARCH MENTEE IIT (BHU), VARANASI
5th in a Case study on option pricing using Monte Carlo Simulation and INTEGRATED DUAL DEGREE
Black-Scholes model. (B.TECH. + M.TECH.) IN
Exposure: Derivatives, Black-Scholes-Merton model, Probability MATHEMATICS AND COMPUTING
CPI: 9.41 (2019 - Present)
WORLDQUANT | QUANT RESEARCH CONSULTANT
Nov 2022 - Present
• A* in 5 courses for excellence
Develop Alpha trading models for financial instruments using dataset analysis and
• Awarded Discipline change in
investment strategies.
semester 1 based on performance
Exposure: Stock Market, Time-Series data

DE SHAW | ASCEND EDUCARE MENTEE

POSITION OF
Oct 2022 – April 2023
Mentorship program with tech courses in areas like DSA, OOP, DBMS, OS etc.
Developed a crypto coin screener website which won 3rd prize.
RESPONSIBILITY
Exposure: OOP, C++, Data Structures, Algorithms, Node.js, React.js, Highcharts • Founding Member, Quant Club,
IIT BHU (June 2022 - Present)
RESEARCH | COMPUTATIONAL APPROACH FOR TIME-FRACTIONAL • Head of the International
BLACK-SCHOLES MODEL (TFBSM) Exchange Team, IIT BHU (July
M.Tech Project, Dr. Vineet Singh - Mathematics Dept. IIT BHU 2021 - June 2022)
Jan 2023 – Present • Member of the Student
Finding better approximations for computational approach based on combination Parliament, IIT BHU (Sept 2021 -
of finite difference with the operational matrix in approximating the TFBSM. July 2022)
Exposure: Matlab, Finite Differences, Black-Scholes Model

MICROSOFT | ENGAGE MENTEE SKILLS

June 2021 – July 2021
Built a React.js based video calling web application with text chatting using LANGUAGES
WebRTC and deployed it on Heroku. C++ • C • Python • JavaScript
Exposure: Agile Scrum, Figma, WebRTC, React.js, Socket.IO, Heroku
TOOLS AND LIBRARIES
HTML • CSS • React.js
Django • Heroku • Node.js
ACHIEVEMENTS Highcharts • Voila
PROGRAM SELECTIONS
Finalist Google Girl's Hackathon 2023 - ML based
AREAS OF INTEREST
Quantitative Finance • Web
Attendee at the Y20 India Summit 2023, part of G20.
Development • Data Structures •
Women's Possibilities Summit: Finance, Goldman Sachs-50 girls from India
Algorithms • Competitive
DESIS Ascend Educare 2022, De Shaw- Among 40 girls from India
Programming
Gold Level in the WorldQuant Challenge
Quantitative Finance Mentorship 2022,JP Morgan Chase- 46 girls from India
Code Like Ada 2022, LG Ads Solutions- Among top 50 girls EXTRA-CURRICULAR
Selected for Amazon ML Summer School 2022
Selected for Google ExploreCS Research 2022 CREATIVE WRITING
Selected for Microsoft Engage 2021 •1st - Aagman 2019: Intra College
Delegate at the Harvard Project for Asian and International Relations 2022 •2nd - Le Debut 2019: Intra College
Selected for Jumpstart 2022 - Publicis Sapient •3rd - Varanasi Wordfest 2019:Inter
VMware CodeHouse 2022- 40 girls from India college

COMPETITIVE PROGRAMMING
Chart-line Expert on CodeForces | Max. Rating 1671
GLOBAL RANK 411 - Google CodeJam to I/O for Women 2022