About Me

Hello There!

My name's Shaurya, nice to meet you! I'm a software engineer and machine learning engineer. My current goal is to utilize my experience in computer science, applied statistics, and quantitative finance towards applications in algorithmic trading. This study encompasses a wealth of topics in machine learning and financial engineering, varying from advanced natural language processing for consumer sentiment analysis to traditional polynomial regression methods for stock forecasting.

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My Résumé

  • Work Experience

  • Senior Software Engineer

    JPMorgan Chase & Co, December 2023 - Present

    As a senior software engineer working under credit risk, my role requires I utilize my skills in software development to revamp the existing credit risk platform to better facilitate our firm's ability to manage credit risk.

    My daily duties consist of

    • Spearheading refactoring efforts to upgrade our existing systems to more modern standards.
    • Re-Architecting existing applications to enhance our firm's ability to process credit risk data.
    • Brainstorming new features and services to increase our team's credit risk acumen.
  • Senior Software Engineer

    ADP, August 2020 - December 2023

    As a software engineer working under API tooling and marketplace, my role requires I leverage my critical thinking and creative skills to provide support to architects and business analysts as they carry out strategic operations.

    My daily duties consist of

    • Developing and maintaining full stack internal web applications for business analysts and enterprise architects.
    • Assembling numerous features and services for existing web applications to increase site traffic and interaction.
    • Constructing autonomous microservices to facilitate the manual processes that occur during development.
    • Overseeing the collection and organization of application analytics to create insightful reports.
    • Leveraging DevOps to ensure high velocity delivery of code releases with an emphasis in quality and reliability.
  • Software Engineering Intern

    ADP, May 2019 - August 2019

    As a Global Product and Technology intern working under enterprise architecture, my role was to support the architects and business units in their execution of business strategies.

    My daily duties consist of

    • Designing and refining tools for API development
    • Operating under CI/CD and Agile software development frameworks to efficiently organize and carry out project tasks.
    • Closely collaborating with enterprise architects and developers to quickly identify and address problems with API development.
    • Working with developers on researching task automation with IBM Watson-powered chat bots.
    • Performing numerous troubleshooting and bug fixes throughout code releases.
  • Embedded Computing Research Assistant

    NJIT Robotics and Data Laboratory, Jan 2018 - Dec 2018

    As an embedded systems developer working with LIDAR (Laser Imaging Detection and Ranging) sensors, my research involved finding efficient ways to obtain and process low noise LIDAR sensor data to create a data pipeline which would then be used in various mapping applications.


    Part of my research was to create software that could improve hardware decision making skills when used in the real world, such as finding ways to traverse through an environment of obstacles to reach a destination in the shortest amount of time, or to detect certain categories of objects in an environment.


    The research was conducted in NJIT's own Robotics and Data Lab, or RADLab, and has won multiple awards, including a TechQuest Innovation Award sponsored by NJIT.


  • Education

  • Master's Degree

    Stevens Institute of Technology, 2020 - 2023

    Majored in Machine Learning

  • Bachelor's Degree

    New Jersey Institute of Technology, 2016 - 2020

    Majored in Computer Science
    Minored in Applied Statistics

My Interests

Web Development

You'll frequently find me working as a full-stack developer. I often work with Angular for front-end development with a mixture of data storage solutions depending on the application. I've recently taken a personal liking to the MEAN stack.

Algorithmic Trading

I've been studying portfolio theory and options pricing in order to create models that can simulate trades autonomously.

Analytics

I'll often parse through complex data sets to extrapolate patterns from things like ocean temperatures or the global economy.

Robotics

I thoroughly enjoy learning about computer vision as well as robotic autonomy and continue to research robust algorithms in this space.

Music

From learning new instruments, to composing my own songs, to just general listening, music has always been a part of my life. Come check out some of my favorite songs to see what I'm listening to.

A current favorite song of mine

Art History

I've recently taken interest in art and art history. My favorite art movement is Baroque. Check out my curated collection which I'm always adding to.

Skills

HTML595%
CSS393%
TypeScript87%
Python95%
Java83%
R82%
C++80%
MySQL77%

Full-Stack Development93%

Agile Methodology97%

CI/CD75%

Cloud Computing85%

Natural Language Processing86%

Statistical Machine Learning74%

Deep Learning90%

Computer Vision80%

My Blog

Building An Engine To Perform Autonomous Trades During The 2008 Financial Crisis

Using the Fama French Three-Factor model to understand market sensitivities for simulating trading strategies