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Sarthak Bagaria

Sarthak Bagaria

I'm building Mercurie.ai to make healthcare simpler and smarter for everyone. Previously a quantitative strategist at Goldman Sachs. Physics at IIT Bombay, Part III maths at Cambridge.

Work

Current

Mercurie.ai

Mercurie logo

I am currently building www.mercurie.ai to make healthcare simpler and smarter for everyone. At Mercurie, we are fundamentally redesigning the digital health infrastructure, leveraging the recent breakthroughs in AI. Our health assistants will provide a one-stop interface to converse about patient health.

I am hiring for full-stack software engineering, machine learning engineering, and business development roles. If you are exceptionally talented and open to exploring new opportunities, please take a look at www.mercurie.ai/careers.

Previously

Goldman Sachs

My previous employment was as a quantitative strategist in the Fixed Income, Currency & Commodities team of Global Markets division at Goldman Sachs. There I developed statistical market models and Monte Carlo based pricers for valuation of financial derivatives and for hedging financial risks. You can check out my personal notes on theory of derivative pricing here.

Earlier

JustApplause

I designed and engineered www.justapplause.com from ground up. JustApplause was a platform where users could announce live events and performances to the community, and support events they believed in and were inspired by. Though the platform is no longer active, building it gave me an opportunity to dive into the startup world, and learn business planning, marketing and full stack technical skills.

My LinkedIn profile has more details.

Writing

Posts

All posts

Papers

Notes

Notes on Derivative Pricing

5 chapters

Personal notes on stochastic calculus and the theory of derivative pricing, written up from my time as a quant. Readable in the browser, or as PDFs.

Brownian Motion · No-Arbitrage Pricing · Black Scholes · Numeraires · Fixed Income

University reports

Physics and statistics project reports

7 reports

Project reports and presentations from my undergraduate years at IIT Bombay and my time at the Tata Institute of Fundamental Research.

Education

I did my undergraduate studies in Engineering Physics at the Indian Institute of Technology Bombay. Out of keen interest I took several courses in Computer Science, Statistics and Mathematics as well.

By junior year I decided that I wanted to focus on String Theory. I worked on some research projects in theoretical physics at the IIT Bombay and at the Tata Institute of Fundamental Research.

I realized that to work on String Theory properly, I needed to learn much more maths than what my physics curriculum allowed for. So I chose Mathematics Part III with focus on Algebraic Geometry for my graduate studies at University of Cambridge, which turned out to be intense but exhilarating.

Beyond work

Programming

I very much like to contribute back to the open source community whenever I can and I have published some of my work as libraries on my GitHub page. I also have a few short scripts, to explore some new programming domains, on my GitHub Gist page.

Science

I love science and I regularly read research papers. These days I am reading about AI interpretability, and about formal proof and verification using Lean.

Gaming

When I get some leisure time, I tend to spend it on my PlayStation. These days I have mostly been playing Overwatch 2 and Elden Ring (yes, I still haven't completed it). Some of my all-time favorite games are Kingdom Hearts II, Shadow of the Colossus, NieR:Automata and Sekiro.

Manga

My favorite ongoing manga is 'One Piece'. I learnt a little Japanese in my undergrad senior year, but did not get to practise it much apart from the time I was invited to Japan (thank you Japanese government!).

Photography

I had an interest in photography since an early age when my dad gifted me my first camcorder, but that broke a few years ago (not my fault), and my interest lay dormant until when my brother gifted me an awesome new camera. Some of my photographs are available on Flickr.

Cooking

At Cambridge, my college cafetaria was a bit far from my residence, so I gathered courage and decided to cook my own food for the first time. It turned out to be pretty good. Pics are on this Google album. These days, my favorite dish to cook is spaghetti.

Piano

I have been learning piano on my own for the last few months and I can now play 'Moonlight Sonata' decently well. My first recording is available on Youtube.

Dance

I took hip-hop dance classes for a year in London and loved them. I hope to go back again someday.

Some amusing thoughts

The holographic principle in string theory suggests that the dynamics of space-time is equivalent to the dynamics on its boundary. Like in a hologram, where a 3D graphic is encoded in a 2D layer. Does that mean our fates really are written in the stars?! o.O

Yo!