Carnegie Mellon University, Pittsburgh

Master of Science in Computational Finance

- Awarded Academic Excellence in Mathematics Award
- Teaching Assistant: Data Analytics in Finance, Financial Computing, Natural Language Processing, Machine Learning 1, MSCF Investments

Indian Institute of Technology, Delhi

Bachelor of Technology in Computer Science and Engineering, Minor Area in Economics

- Secured all India rank of 97 in JEE Advanced, 2016
- Awarded Semester Merit scholarship twice
- Leadership: Spearheaded team of 18 to manage and publicize quiz club activities; conducted inter and intra-college quizzes
- Teaching Assistant: Instructed tutorials for 400 students in the Linear Algebra and Differential Equations course

Chicago Trading Company, Chicago

Quantitative Trading Analyst, Global Risk Management

- Finite Difference Pricer: Researched and implemented alternating direction explicit method to price options and compared results with other methods like Crank-Nicholson, implicit and Black-Scholes; presented results to the head of quant modeling
- Quantitative Min-Vol Setting: Researched vol regimes for all the portfolios traded by the firm and developed an automated system to detect a low vol regime; drove the model into production to apply appropriate limits on trading options on these

Quadeye Securities LLP, Gurugram

Quantitative Strategist, High Frequency Options

- Trading Alpha Research: Researched price difference between future and synthetic of stocks on NSE and generated new alpha to increase PnL of strategy by 15% at same sharpe; increased scale by 1.5x to capture market based on alpha
- High Frequnce Trading Strategy: Conceived and drove production of intraday synthetic futures trading strategy
- System Latency: Implemented FPGA strategy to reduce system and order latency by 60% by simulating possible events
- Post-Trade Analysis: Streamlined automated systems to generate daily insights on fill volume and ratio of trading strategies

Deutsche Bank AG, Singapore

Summer Analyst, FX Options Team and Credit Solutions Team

- Monte Carlo Simulation: Revamped pricing model for Vanilla VKO for G10 currency pairs using Monte Carlo simulations employed globally, and improved performance by 10 times against previous model by leveraging parallel computing
- Credit Analysis: Reviewed automobile securitization in India to prepare investor pitch for products with different risks

Singapore University of Technology and Design, Singapore

Visiting Student Assistant, Professor Costas Courcoubetis

- Algorithm Design: Formulated heuristic version of Sweep Algorithm to find solution for electric truck routing problem
- Data Visualization: Designed code in p5 Processing to visualise route taken by each electric truck in optimized solution
- Sensitivity Analysis: Conducted simulation of model under vital constraints like battery charge, truck capacity and working hours to derive that density of charging stations should at least be 10% of density of customers for smooth functioning

- Mathematics: Stochastic Calculus, Risk Management, Option Pricing, Numerical Methods, Optimization, Linear Algebra, Differential Equations
- Computing: Data Structures, Design of Algorithms, Machine Learning, Artificial Intelligence, Natural Language Processing, Parallel Computing
- Finance: Fixed Income, Asset Management, Market Microstructure, Options, Investments
- Statistics: Econometrics, Game Theory, Time Series Analysis and Forecasting, Stochastic Processes, Simulations
- Economics: Microeconomics, Macroeconomics, International Economics, Mechanism Design and Auctions
- Programming: C++, Python, R, Java, UNIX, C, Q, HTML

- Interests: Quizzing - Winner of National CBSE Heritage India Quiz, Trivia, Backpacking, Cricket, Reading
- Languagess: Englist, Hindi, Spanish (Learning)
- Scholarships: NTSE - National Talemt Search Examination, KVPY - Kishore Vaigyanik Protsahan Yojana, SIA - Singapore Airlines