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Hello World! I'm Dhyey Mavani.

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I am currently...


Experience


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  • LinkedIn
  • (AI/ML) Software Engineering Intern
  • May 2024 - August 2024 | Sunnyvale, CA
  • Built & integrated an end-to-end Rust-based low-latency inference engine for PyTorch under Data & AI Platforms org - while pioneering the efforts to transition the tech stack from Java to Rust.
  • My work is being actively used to serve 5+ business use-cases in production machines leading to P99 inference latency reduction from 4 ms to 2 ms, and P99 tail data ingestion latency reduction from 70 ms to 7 ms. This also increased throughput by 4x, leading to GPU savings of ~ $1 million in the case of PyTorch EBR kNN with custom-filtering model that I got to develop.
  • Also, I got to pitch 3 novel product ideas to the CEO, Ryan Roslansky, and that led to further discussions with Product Leaders (VPs, Sr. Directors, Directors, Principal PMs) across 3 business units for formulating them in detail & to potentially incorporate 2 them in the future B2B2C strategies at LinkedIn.

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  • Valkyrie Trading
  • Quantitative Trading Micro-Intern
  • May 2024 - May 2024 | Chicago, IL
  • Gained practical experience in delta and gamma hedging through intensive mocks, and developed a Monte Carlo simulation strategy for theoretical value estimation while shadowing quants and traders in treasuries and equity options desks

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  • Amazon (AWS)
  • Software Development Engineer Intern
  • May 2023 - August 2023 | Seattle, WA
  • Populated a metrics dashboard, pushed latency optimizations to production at AWS CloudFront; Proposed & documented use-case of AutoML to analyze change-propagation/caching service logs to predict future outages

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  • Amherst College
  • Peer Career Advisor at Loeb Center of Career Exploration and Planning
  • August 2022 - Present | Amherst, MA
  • Guiding students in Tech + Quant space!

  • Peer Tutor at Computer Science Department
  • August 2022 - Present | Amherst, MA
  • Provided 1:1 mentorship and tutoring in Algorithms and Data Structures

  • Teaching Assistant at Computer Science and Economics Departments
  • September 2022 - December 2023 | Amherst, MA
  • Object Oriented Programming (OOP) and Advanced Econometrics; Built an auto-grading script for initial-pass grading of computational parts

  • Grader at Mathematics Department
  • August 2022 - Present | Amherst, MA
  • Cryptography and Multivariable Calculus; Was granted a special exception to retain the position even while studying away at Columbia University

  • Data Mining Research Assistant at Amherst Data* Mammoths
  • August 2022 - December 2022 | Amherst, MA
  • Parallelized SPEcK algorithm on Java & Apache Spark, reducing runtime by a third; Enhanced code documentation for detection of (Statistically) Significant Frequent Sequential Patterns (SFSPs)

  • Quantitative Research Assistant under (Late) Professor Tanya Leise
  • April 2022 - December 2022 | Amherst, MA
  • Implemented, studied and analyzed Single-Period Optimization (SPO) & Multi-Period Optimization (MPO) based quantitative trading strategies by formulating a convex optimization problem with risk metrics

  • Gregory S. Call Academic Intern at Statistics Department
  • April 2022 - August 2022 | Amherst, MA
  • Built a block-based coding playground using JavaScript, ReactJS and R to help beginners learn statistical-programming; Productionized on amherst.edu domain under IT Academic Technologies & web-app was used in introductory statistics courses


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  • HP Tech Ventures
  • Business Analytics & VC Extern
  • May 2022 - July 2022 | Remote
  • Profiled Startups using SQL, Tableau & Excel; Presented my pitch to a HP Tech Ventures partner, while going through feedback-loops with the program manager on a regular basis


Interests


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  • Cricket
  • Founded Amherst Cricket club & Led organization from 0 -> 1; captain & all-rounder wicket-keeper

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  • Archery
  • 4 badges in indoor & outdoor tournaments under the Junior Olympics Archery Development Program

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  • Badminton
  • Competitive singles & doubles shuttler with 10 1st-place titles; Defending champion at Amherst

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  • Hiking
  • Hiked mountains such as Tom, Toby, Sugarloaf and ones in Mt. Holyoke range over weekends

Education


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  • Amherst College
  • Bachelor of Arts, triple-major in Computer Science, Mathematics (Honors), and Statistics (Honors)
  • August 2021 - May 2025 | Amherst, MA

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  • Columbia University
  • Visiting Students Program in Computer Science, Mathematics & Statistics (Graduate Coursework)
  • January 2023 - May 2023 | New York City, NY

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  • Massachusetts Institute of Technology
  • Breakthrough Tech AI/ML Program 2023-24
  • May 2023 - April 2024 | Remote

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  • CodePath (Tech Excellence for All)
  • Advanced Software Engineering
  • May 2022 - September 2022 | Remote



Industry Training & Discovery Programs


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  • Citadel X Columbia Quant Group
  • Invite-only Auction Theory based Trading Challenge
  • April 2023 | New York City, NY
  • Auction game on operations & numbers with other teams; Networked with Citadel employees.

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  • Akuna Capital
  • Invite-only Options 201 Course Fellow
  • April 2023 | Remote
  • Week-long course on volatility smiles as an extension of Options 101 (completed, Winter 2021).

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  • Schonfeld
  • Schonfeld Early Engagement (SEE) Fellow
  • April 2023 | New York City, NY
  • Addressed by CTO, took part in panels, and networked with full-timers & other 90 invitees.

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  • Citadel Securities X Amplify Trading
  • Invite-only Trading Simulation Challenge Fellow
  • February 2023 | New York City, NY
  • Trading Desk & Quant simulation; Networked with full-timers & 92 invitees pan-USA

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  • Google Research
  • CS Research Mentorship Program (CSRMP) Mentee
  • September 2022 - December 2022 | Remote
  • (Class of 2022B)
  • Meet weekly with mentor to discuss computer science research with a focus on DEI

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  • The D.E. Shaw and Co.
  • Latitude Fellow
  • August 2022 | New York City, NY
  • Fully funded experience in main office as one of 30 fellows out of 1000+ applicants.

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  • Citadel Securities and Correlation One
  • Summer Invitational Datathon Participant
  • July 2022 | Remote
  • Collaborated with Masters and PhD students on a data analysis project to predict housing prices

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  • HRT (Hudson River Trading)
  • BIPOC Tech Summit Fellow
  • June 2022 | Remote
  • Through panels, intimate meet & greets, learnt about teams and thier role in algorithmic trading.

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  • Goldman Sachs
  • Virtual Insights Series Fellow
  • April 2022 - June 2022 | Remote
  • Explored departments through programming and networking opportunities with various departments.

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  • Jane Street
  • SEE Quantitative Trading Fellow & FOCUS Software Engineering Fellow
  • March 2022 - May 2022 | New York City, NY
  • Engaged with leaders in lectures, workshops, and games during this fully funded experience.

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  • SIG (Susquehanna International Group)
  • Freshman Discovery Fellow
  • April 2022 | Remote
  • Through panels, team-sessions, and even gaming sessions, learnt about options trading.

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  • JP Morgan Chase and Co.
  • Software Engineering Virtual Experience Fellow
  • December 2021 - January 2022 | Remote
  • Generated unit tests, fixed bugs to facilitate traders using Perspective Software


Skills


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  • Programming Languages
  • • Python
  • • Java
  • • R
  • • Javascript
  • • Kotlin
  • • Rust
  • • C++

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  • Tools & Technologies
  • • Spark
  • • AWS & Azure
  • • NextJS
  • • ReactJS
  • • API Integration
  • • VS Code
  • • Git
  • • Linux
  • • Docker



© All Rights Reserved by Dhyey Mavani
Special Thanks to Nishant Mishra for allowing me to reuse his web-schema and structure for this website
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