Rohan Gupta
Incoming Quant Research Summer Intern at JPMorganChase, New York
Experience
June 2026 - August 2026
Quantitative Research Summer Analyst @ JPMorganChase
New York, NY, USA
Incoming Summer Analyst — QR Markets team
August 2025 - Present
Graduate Teaching Assistant @ University of Wisconsin, Madison
Wisconsin, USA
CS 354
• Guiding a class of 500+ students in C programming, memory management & assembly level concepts.
June 2023 - Aug 2025
Analyst @ JPMorganChase
Bangalore, India
• Prototyped time-series forecasting models (ARIMA, VAR) integrated with MySQL to predict key mutual fund NAV components using historical benchmarks, ensuring forecast continuity for key institutional clients like Vanguard and BlackRock.
• Built a scalable internal chatbot assistant using Retrieval-Augmented Generation (RAG) with GPT-3.5 via internal APIs, handling over 30K queries during beta rollout.
• Developed a large-scale data offloading and archival strategy for production SQL database under Corporate & Investment Bank (CIB), reducing the active footprint by 35%, achieving a significant reduction in storage costs.
Feb 2023 - June 2023
Software Engineering Intern @ JPMorganChase
Bangalore, India
• Frontend: Led the modernization of a key dashboard component by migrating the front-end to React JS and AG Grid with Cypress E2E test suite, enabling complex data interaction and reducing UI latency by 30%.
• Cloud Computing: Implemented REST Endpoints to generate S3 presigned URL for secure client-side file transfers, reducing server load.
April 2022 - June 2022
Software Engineering Intern @ Samsung Research
Bangalore, India
• Android Development: Developed a new library module for an android app using Kotlin Flow and Coroutines, streamlining asynchronous operations and reducing transaction complexity by 25%.
• Pipeline Optimization: Optimized the CI/CD pipeline by implementing strategic build parallelization, leading to a 30% reduction in build time.
Projects
RobustAsianPricer
High-performance C++ Monte Carlo pricer for Asian options with OpenMP + SIMD and NUMA-aware thread-local RNG streams; 2× CPU speedup, 3× multi-core scaling, and +19% throughput.
Variance Risk Premium
Python research pipeline on 15 years of SPX/VIX data with a z-score signal and VIX-regime filter; backtested through 2018 Volmageddon and 2020 COVID shocks.
Personalized E-commerce Recommendation
A retrieval-based recommendation system with two-tower architecture.
Review Rating Prediction
Modified neural matrix factorization model for Amazon products combining item metadata, review texts, and user-item interactions.
Text-2-SQL Generator
Fine-tuned bart-base on the GretelAI dataset to translate natural language questions into executable SQL queries.
Education
University of Wisconsin Madison
2025 - Present
M.S. in Computer Science
• Relevant Coursework: Machine learning
• Proficient in statistical analysis, hypothesis testing, and applying machine learning algorithms for predictive modeling.
National Institute of Technology Durgapur
Aug 2019 - May 2023
B.Tech.(Honours) in Computer Science Engineering, GPA: 3.69/4
• I have undertaken coursework in CS including DS and Algorithms, and Software Engineering and electives in Machine Learning, Data Analytics and Cryptography enabling me to be proficient in C/C++, Python, DBMS, OS.
• I have done several projects in classification and regression models, deep learning, and image classification.
• I was ranked in top 5% of the class among a cohort of 200 students majoring in Computer Science Engineering.