Arvind Menon


Lausanne, Switzerland

Welcome to my Page! I am a 2nd year Master’s student at École polytechnique fédérale de Lausanne, in Data Science.

Research Interests: Deep Reinforcement Learning, Portfolio optimization, Systematic stratgies, Convex and Non-Convex Optimization, Time Series forecasting.

In January 2024 I finished my 6 month internship at Garda Capital Partners as a Quantitative Analyst. I got to work on many different projects, to name a few:

  • Made a Deep Reinforcement Learning Model which performs portfolio construction for a bag of strategies.
  • Constructed a Risk Aversion Index and a rule-based trading strategy based on the index.
  • Developed trend following strategies based on Emergent Market IRP Signals.
  • Made monthly forecasts of the US Manufacturing PMI using the latest time series models.

Prior to embarking on my Master’s journey, I worked as a Software Developer at Adobe in the Digital Experience business unit. I also hold a Bachelor’s degree in Engineering Physics from Indian Institute of Technology Madras.

I am currently looking for internship oppurtinies to work as a Quantitative Analyst or Quantitative Researcher for my Master's Thesis for a period of 6 Months starting August or September 2024 as part of my Master's degree at EPFL. I aim to leveraging my academic background, practical experiences, and passion for data science to contribute meaningfully as a Master’s Thesis student.

Thank you for visiting my page, and I look forward to sharing more about my journey and insights with you.


  1. arXiv
    Online Estimation and Optimization of Utility-Based Shortfall Risk
    Menon, Arvind S., A., Prashanth L., and Jagannathan, Krishna
  2. arXiv
    Q-means using variational quantum feature embedding
    Menon, Arvind S, and Puri, Nikaash