Welcome to my webpage. I am Sarthak Vishnoi, a graduate student in the Computational Finance program at Carnegie Mellon University, Pittsburgh. I spent my summer at Chicago Trading Company in the Global Risk Management team, where I spent my time working on new algorithms to solve the option pricing problem within the finite difference framework. I also performed some development work wherein I worked upon setting the min-vol automatically for all the assets which the company traded to get appropriate trading limits in the low vol regime. At Carnegie Mellon, I studied different courses from core math to applied finance. Some of my favourite courses were Simulations, Stochastic Calculus, Machine Learning, Behavioral Decision Making, and History of Islamic Architecture (extra course). I was awarded the academic excellence in Mathematics award for my stellar performance during the program. I was also lucky to work as a teaching assistant for various courses in and out of the program. Some of these are MSCF Investments (Professor Lars Alexander-Kuehn), Natural Language Processing and Machine Learning 1 (Professor Ron Yurko), Probability Prep (Professor Chad Schafer) and Data Analytics in Finance (Professor Zeigham Khokher).

Before joining CMU, I worked in a high frequency trading firm called Quadeye Securities in Gurugram as a part of the high frequency options team. I worked there for almost two years and mainly worked on the aggressive market taking strategies. The two biggest projects which I was a part of was to create an arbitrage strategy for options by just taking the delta risk and identifying whether the options leg is better or the futures leg. Another project was to deploy FPGAs to reduce system latency and to mim ick the dynamics which the software strategy had. Some other works include setting up post trade analysis for the strategies which the team ran to get insights into the fill-ratio and daily trading volume for different strategies.

I completed my Bachelor of Technology from IIT Delhi in Computer Science and Engineering. I also completed a minor area in Economics during the same time. Some of my favourite courses from my undergraduate are Data Structures, Linear Algebra, Mechanism Design, Game Theory and Econometrics. I worked on several research projects in the field of Economics and Computer Science, often taking advantages of both the fields. I also worked as a teaching assistant for the introductory Linear Algebra course wherein I counducted doubt sessions for a class of 400 first year undergraduate students. I was also a part of Quizzing Club at IIT Delhi, serving as the secretary of the club for an year. I have won the award for the best student research paper in Economics and won the semester merit award twice in the eight semesters.

In my free time I like to read both fiction and non-fiction books. Some of my favourite fiction genres are mystery and thrillers while I like economics and finance in non-fiction. You can read more about the books which I am reading and a link to my Goodreads account here. I try to travel whenever I get time. I travel solo mostly but have also taken trips with friends and family. You can find out more about my travels here.

Feel free to checkout my web resume for more profession details and email me if you have any queries or want to connect with me.