Quantitative Researcher | Data Scientist | Time-Series & Options Modeling Expert | IIT + Cornell | Python | Julia | SQL
Aarav Mehta
Professional Summary
Quantitative Researcher skilled in time-series analysis, options pricing, and statistical arbitrage. Experienced in Python, Julia, R, and financial data tools with published research in computational biology and genetics.
Work Experience
Quantitative Research Intern – Statistical Arbitrage at Greenland Investment Management
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Backtested crude oil arbitrage strategies using Python and SQL; improved alpha strategy performance and market neutrality with Bloomberg and WIND.
Undergraduate Researcher – Computational Systems Biology at Indian Institute of Technology Guwahati
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Modeled cellular dynamics with Julia; reduced breast cancer morphospace dimensionality using t-SNE, UMAP; published findings on epithelial-mesenchymal transition.
MITACS Research Intern – Statistical Genetics at University of Western Ontario
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Analyzed GWAS and scATAC-seq data using regression and ComputeCanada; published on improving cell-type detection with single-cell chromatin accessibility data.
Education
MS in Data Science and Biostatistics
Cornell University
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GPA: 3.89 / 4.00
B.Tech in Biotechnology
Indian Institute of Technology Guwahati
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GPA: 8.49 / 10.00
Skills
Technical Skills
- Python
- C/C++
- R
- MATLAB
- Julia