Samarth Agrawal
Quantitative Analyst at Macquarie Group
Based in London, United Kingdom
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Seniority
Staff
Department
Finance & Accounting
Location
London
Industry
Financial Services
Company size
21K
Contact information
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s•••••••@macquarie.com
Phone
5 credits+44 ••• •••• ••••
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Background
About Samarth Agrawal
Currently working as a Front Office Quantitative Analyst (6-month off-cycle intern), at Macquarie Group, Commodities Division, Power & Gas Desk. Work focuses on supporting the traders in energy markets, by forecasting hourly forward prices, and corresponding options. Working towards building a dynamic programming-based module for optimization of batteries For my Ph.D. at ETH Zürich/Empa, my advisors and I developed mathematical methods and algorithms to characterize the microstructure of, and transport in mesoporous materials, complete with accompanying C++ libraries. The articles are listed here - & hl=en The accompanying libraries - https://github.com/agrawalsamarth
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