Aditya Divekar
Bendheim Center for Finance, 20 Washington Road, Princeton, NJ
adivekar@princeton.edu
EDUCATION
Princeton University
Princeton, NJ
Masters in Finance Aug 2021- May 2023
Anticipated Coursework: Statistical Analysis of Financial Data, Financial Econometrics, Options Futures and Derivatives, Behavioural
Finance, Machine Learning and Pattern Recognition, High Frequency Trading
Indian Institute of Technology Guwahati
Guwahati, IN
Bachelor of Technology, Mathematics and Computing, GPA: 9.18/10 June 2014- May 2018
Coursework: Modern Algebra, Monte Carlo Simulation, Financial Engineering, Probability theory and Random Processes, Stochastic
Calculus, Matrix Computations
WORK EXPERIENCE
Goldman Sachs
Bengaluru, IN
Associate, Equities One Delta Strategies - Americas Jun 2018 - Mar 2021
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Involved in building Atlas, a low latency trading infrastructure with work in design and implementation of execution
algorithms and venue connectivity with emphasis on low latency
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Developed spread option pricing constraints that optimized execution quality for Complex options
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Built support for trading dual-currency listings on Canadian exchanges that allowed simultaneous trading of significantly
increased order flow by multi-million dollars YoY
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Independently calibrated and maintained venue rankings for routing across exchanges and dark pools
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Received the highest quartile rating each year conferred to the top performers globally, and promoted to Associate
Goldman Sachs
Bengaluru, IN
Summer Analyst, Equities One Delta Strategies - Americas May 2017 - Jul 2017
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Analysed historical executions of trading algorithms and developed performance metrics for execution quality
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Implemented improvements for warm-up of algorithms before market open that reduced their startup time by 20% resulting
in lower implementation shortfall and better price capture
Google Summer of Code
Remote
Student Developer May 2016 - Aug 2016
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Designed and developed the implementation of the Authenticated Received Chain protocol for email authentication and
security in GNU Mailman
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Developed and integrated testing framework to verify the email signing and verification by simulating various mailing list
workflows
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Participated on invitation for onsite development with the GNU Mailman team at the Portland Pycon, 2016 for collaboration
PROJECTS & RESEARCH
IIT Guwahati Department of Mathematics
Guwahati, IN
Corporate Credit Rating using Machine Learning Techniques: Thesis
Jul 2017 - May 2018
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Designed predictive models to assign credit ratings based on financial fundamentals and performed comparative analysis
with classification techniques
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Identified 12 key factors influencing credit ratings for US companies using S&P data for 400 companies spanning 6 years
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Achieved a benchmark accuracy of 92.13% with a novel approach of kNC compared to existing literature
Slice Sampling with Adaptive Multivariate Steps
Mar 2016 - Apr 2016
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Studied and implemented the Shrinking Rank method for sampling from multivariate distributions
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Achieved improvement of 8% in accuracy over Slice Sampling for generating random variates from multivariate Gamma
distribution
SCHOLASTIC ACHIEVEMENTS
Quant Market Volatility Modeling Challenge
: Ranked 3rd in the Quant challenge for the pricing of Barrier options in Quantify 2017,
conducted by Goldman Sachs
INSPIRE scholarship
: Awarded by the Department of Science and Technology, Govt. of India in 2014 for graduating within 1% of
science students across high schools in India
SKILLS & INTERESTS
Programming
: Java, C++, Python, R, MATLAB
Interests
: Motorsports, Poker, Weight training