Amitabh Saraswati

Amitabh Saraswati

Operations Research and Information Engineering
Financial Engineering


MEng Concentration: Financial Engineering
Anticipated Graduation Date: December 2016
Areas of Interest: Quantitative Trading, Asset Management, Modeling, Quantitative Research

Amitabh Saraswati received his bachelor’s degree in Computer Science and Engineering from Indian Institute of Technology Delhi. In his bachelor’s project, he utilized his programming skills and knowledge of machine learning models to implement an algorithmic trading system for trading USD-INR futures and created a dynamic stop-loss mechanism to improve its profitability.

Prior to joining Cornell, he interned at Kivi Capital, an investment management firm in India, where he developed and back-tested quantitative trading strategies to exploit non-random patterns in equities and currency & commodity futures. These experiences inspired him to pursue a career in which he can utilize his knowledge of finance, computer science, mathematics and statistics to solve challenging technical problems every day. While interning at JPMorgan Chase & Co., Amitabh built a set of tools to analyze the interest rate sensitivity of the firm’s assets & liabilities.

As the Marketing Coordinator of IIT Delhi's technical festival, Amitabh raised sponsorships by designing campus marketing campaigns for corporations, and worked with their upper management on the execution of his ideas. Additionally, during his bachelor’s degree, he participated in several intra and inter college music competitions as a vocalist and guitarist.