Utkarsh Sharma

DPhil Student, Engineering, Machine Learning Research Group

Utkarsh Sharma is pursuing a DPhil in Engineering Science at Oxford-Man Institute of Quantitative Finance, under the supervision of Dr. Jan-Peter Calliess and Prof. Stephen Roberts. His primary objective is to develop machine learning methods for event driven trading and portfolio construction, which requires separate use of probabilistic methods for prediction and anomaly detection. His current projects involve attention mechanisms for automated news interpretation in volatility trading, manifold learning for dynamical systems, and the use of Gaussian processes for market making vanilla options and portfolio construction.

 

Utkarsh holds an undergraduate degree in Electronic & Computer Engineering, a master's degree in Finance and a master's degree in Mathematics of Systems. Utkarsh has 5 years of work experience with sell-side and buy-side institutions. He started his career as a Quantitative Analyst at Barclays Credit Portfolio Management desk in London, before moving on make markets in options at Optiver in Amsterdam. Whilst pursuing his Master's degree at Cambridge, he worked with BlackRock's Scientific Active Equity team. Thereafter, he worked as a Senior Associate with Macquarie's Equity Derivatives Trading desk in Singapore. Towards the end of his first year at Warwick's Mathsys CDT, Utkarsh worked with SPX.