Arjun Shah

I love math, reading, and building things

Some things about me:

Grew up in Westampton, NJ
Went to the University of Pennsylvania where I studied Math and CIS
Worked as a quant researcher at an options market making firm
I've been training MMA for over a year and have done two fights
Avid poker player - I read a lot of theory but also understand when theory fails
Favorite Book: A Little Life or Siddhartha
Currently reading The Technological Republic

Work Experience

Quant Researcher @ Korman Communities
- What they do: Real estate investment firm
- What I did: Designed and developed their data infrastructure; Worked on a variety of modeling and automation tasks for their property portfolio
- What I learned: Smallest team I've worked on and the most responsibility I've had in a job. Felt like working at a startup as we had to build and move fast.
Quant Researcher @ Albatross Labs
- What they do: Options market-making firm
- What I did: Worked on their pricing engine (how we go from bids/asks to theos) as well as a variety of side projects ranging from vol trading to low-latency code optimizations
- What I learned: The most rewarding work experience I've had to date - learned how to build and iterate fast, write generalizable code, and optimize existing code for speed
Software Engineer @ CaseCtrl
- What they do: Tech startup focused on automating surgical scheduling processes
- What I did: Worked on their analytics dashboard
- What I learned: First official coding/engineering job; Hadn't worked on large scale projects before this so it gave me a taste for that level of complexity

I have been blessed/cursed with too many interests