Hey there π, I'm Utkarsh
I build AI systems that finance professionals actually trust and use.
- π’ Trading Operations Analyst at Bruce Markets (PEAK6) β Chicago, IL
- π¦ Previously Rotational Analyst, Cleared Derivatives at ION Group (2+ years)
- π MS Computer Science from University of Illinois Urbana-Champaign
- π Series 7 & SIE Licensed (FINRA)
- π¬ Researcher in geometric deep learning for molecular science
| Project | Description |
|---|---|
| Natural Language Analytics | Full-stack platform (React + FastAPI) routing queries between SQL generation and statistical anomaly detection |
| Multi-Modal RAG System | LLM-powered document parser using vision pipelines for regulatory filings, deployed via Slack with semantic caching |
| Order Management System | High-concurrency FIX 4.2 OMS with direct exchange connectivity for risk validation |
| Project | Description |
|---|---|
| PATSAnalytics | Scalable data extraction pipeline + interactive PowerBI dashboards for real-time order metrics and multi-exchange activity insights. Enabled 30% faster decision-making for senior management. |
| Alert Monitoring System | Re-engineered post-cyber-attack by analyzing logs from 16 components. Built triage function reducing false alerts by 5% and improving incident response by 20%. |
| UAT Trading Environments | Built testing environments for SGX, DGCX, and SFE exchanges, simulating 100K+ trades. Drove 15% revenue increase through improved trading capabilities. |
| Trading System Support | Resolved 600+ critical trading system and market data feed issues across high-frequency environments. |
| Project | Description |
|---|---|
| EquiCat | Equivariant GNN for molecular property prediction via self-supervised contrastive learning on 3D conformers. Trained at scale on Argonne's Polaris supercomputer. RΒ² > 0.9 with 40% labeled data. Paper under submission. |
AI/ML
LLMs β’ RAG β’ PyTorch β’ Graph Neural Networks β’ Deep Learning β’ Computer Vision β’ HPC
Backend & Infrastructure
Python β’ FastAPI β’ SQL β’ Redis β’ PostgreSQL β’ Docker β’ Kubernetes β’ AWS
Real-Time & Trading
FIX Protocol β’ WebSocket β’ Kafka β’ Low-Latency Systems β’ Market Data
Frontend
React β’ TypeScript
- π₯ 1st Place at MMLI Scientific Poster Competition (EquiCat)
- π 85th / 4,267 in CME Group's Step Into Commodities Trading Challenge
- π Winner ION Contribution Run 2023 (10K)
- ποΈ Top 5% of class, Rank 1/64 across multiple semesters
Looking for AI Engineer, ML Engineer, or Quant Tech roles at the intersection of machine learning and finance - at high-growth AI startups, trading firms, or drug discovery companies.


