Omar Chowdhury

Biography

MEng Concentration: Financial Engineering with Financial Data Science Certificate
Anticipated Graduation Date: May 2017
Areas of Interest: High Frequency and Algorithmic Trading, Quantitative Research, Investment Banking, Consulting

Omar Chowdhury received his bachelor’s degree in Computer Science and English Literature from Swarthmore College.

Omar first developed an appreciation for the power of statistical learning and an interest in markets through his chosen undergraduate coursework and projects. In his Adaptive Robotics course, he built and tested a neural network based currency trader with the aim of developing unique strategies for predicting currency arbitrage gaps. This trader operated on tick-based currency exchange rates compiled from Bloomberg and was based on a machine learning technique called evolutionary computation.

In effect, Omar has decided to pursue his passion for finance by completing finance internships. As a Quantitative Analyst Intern for OmniMarkets, Omar has continued to refine his interest in time series prediction by applying machine learning to predict front month futures contract prices. He has written code to automate empirical analysis and backtesting so that he could compare different mixes of independent variables and benchmark his models against simpler ones.

In his spare time, Omar enjoys playing sports and was a member of the Swarthmore College Rugby Football Club for five semesters. During his last semester, he was a starter and voted “Forward of the Season”.