Hi, my name is
Atharv Arora.
I explore the edges of finance & technology.
Research Associate at J.P. Morgan, working on US Interest Rate Derivatives. I'm fascinated by the intersection of quantitative finance, AI/ML, and high-performance systems.
About Me
I'm a Rates Derivatives Strategist at J.P. Morgan's Corporate & Investment Bank in Mumbai, where I collaborate with the New York team covering cash, Treasuries, TIPS, and macro strategy. My work involves developing strategies across interest rate products—swaps, swaptions, swap spreads, and futures.
Before J.P. Morgan, I was a founding member at AStratInvest where I built data pipelines and trading strategies, and a founding engineer at Wekalp building data quality systems. I graduated from BITS Pilani with a degree in Electrical and Electronics Engineering.
Beyond work, I'm deeply curious about AI progress (especially LLMs and their hardware requirements), systems design, and how technology reshapes industries. I document my thinking through my blog and share what I'm reading.
Mumbai, India
Research Interests
Quantitative Finance
Options pricing, interest rate derivatives, Monte Carlo simulations, and risk management.
AI & Machine Learning
LLMs, transformers, deep learning architectures, and applications in finance.
AI Hardware & Systems
GPU architectures, high-performance computing, CUDA, and AI infrastructure.
Systems Engineering
Software architecture, performance optimization, and scalable systems.
Stochastic Calculus
Probability theory, stochastic processes, and derivative pricing models.
Technology & Society
How AI transforms work, the economics of technology, and future thinking.
Let's Connect
I'm always interested in discussing new ideas, potential collaborations, or just having a good conversation about technology and finance.
📧Get In Touch