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gkhurana21/README.md

Gaurang Khurana

CS student who builds AI tools and low-latency systems for financial teams.

Honours Computer Science + Statistics minor at the University of Waterloo. Currently a Technical Systems Analyst co-op at RBC. Interested in quant dev and trading systems — pricing engines, GPU compute, and the infrastructure around them.

Projects

QuantCore — real-time options pricing and risk engine. C++ Black-Scholes + Monte Carlo core with analytic Greeks and pybind11 bindings; Apple Metal GPU Monte Carlo runs up to 69x over vectorized NumPy at 10M paths (3.8–4.1x on CPU); FastAPI WebSocket streaming at sub-5ms p99 into a Next.js dashboard; 95% VaR backtested at a 4.5% breach rate over 851 days of real market data. C++ Metal pybind11 FastAPI Next.js

CodeShift — LLM agent that migrates Python 2 to Python 3 and verifies behavioral correctness, not just syntax: 95.1% pass rate on a 41-case behavioral oracle benchmark, byte-identical results across Anthropic and Gemini backends. Python parso LangChain

BulkPilot — embedded Shopify app for bulk variant price edits with live preview and one-click snapshot rollback. React Router Polaris GraphQL Prisma

Tech stack

Languages: C++, Python, TypeScript Backend: FastAPI, PostgreSQL, pybind11 Frontend: Next.js, React Systems: Apple Metal (GPU compute), SIMD, multithreading

Currently

  • Technical Systems Analyst co-op @ RBC, Toronto
  • Seeking Fall 2026 co-op in quant dev / trading systems / fintech

Contact

LinkedIn · g7khuran@uwaterloo.ca

Popular repositories Loading

  1. codeshift codeshift Public

    LLM agent for Python 2 to 3 migration, verified against a 41-case behavioral oracle benchmark: 95.1% pass rate, byte-identical across Anthropic and Gemini

    Python 1

  2. quantcore quantcore Public

    Real-time options pricing and risk engine: C++ Black-Scholes + Monte Carlo with pybind11, Apple Metal GPU (up to 69x vs NumPy), sub-5ms p99 WebSocket streaming, VaR backtested on real market data

    Python 1

  3. questrade-risk questrade-risk Public

    Read-only Questrade API integration for QuantCore: live position pricing, Greeks, VaR. No order placement.

    Python 1

  4. bulkpilot bulkpilot Public

    Embedded Shopify app: bulk variant price editor with live preview and one-click snapshot rollback. React Router, Polaris, GraphQL Admin API, Prisma.

    TypeScript 1

  5. gkhurana21 gkhurana21 Public