May 2022 – Jul 2024 · 2 yrs 2 mos · Mumbai, Maharashtra, India · On-site

• 1. Conducted statistical analysis on terabytes of Tick-By-Tick (TBT) orders and trade data using high-performance computing on the NDR cloud facility (224 processors, 896 GB RAM).
• 2. Contributed to setting up the high-performance computing infrastructure with the Research team for market microstructure research
• 3. Implemented the Pre-Trade Risk Control (LPP, OPR) code in the FO segment, optimizing trading parameters.
• 4. Conducted peak duration analysis for order matching engines, resulting in an updated circular by SEBI to optimize capacity.
• 5. Led organization-wide data aggregation initiative, resulting in a new monthly internal report for senior management.
• 6. Assisted in responding to internal and external (SEBI) data-related inquiries and supported event organization and speech writing for senior management.
• 7. Mentored interns and junior team members in data analysis and market microstructure.
• Note: All the data cleaning, processing and analysis are done using an open-source ecosystem i.e. Linux, R, Julia and RCpp. No enterprise SQL is used. It saves the cost of Snowflake or BigQuery which costs around 5 crore/per year

Aug 2021 – Apr 2022 · 8 mos · Mumbai, Maharashtra, India

• Research and update pedagogy and curriculum for EPAT (Executive Programme in Algorithmic Trading), a 6-month training program offered by QuantInsti.
• Write technical articles for QuantInsti blog
• Provide teaching assistance during live lectures on Quantitative Finance
• Guide participants throughout the programme by answering their queries related to statistics, financial markets, Machine Learning and programming.

Jul 2019 – Jul 2021 · 2 yrs · Mumbai, Maharashtra, India · On-site

• 1. India’s Interest Rate Tracker
• I built the ZCYC tracker (2001-2020) for India by scraping data from NSE and CCIL.
• I used python to scrape the data and R for visualization and analysis.
• 2. Satellite imagery to measure economic activity
• I co-authored a research paper that identifies a bias (and proposes a scheme to correct it) in a satellite imagery dataset released by NASA and NOAA i.e. nightlights.
• We proposed a mathematical model that corrects the inherent bias present in this dataset.
• This correction could change the interpretation of all the previous research done using this dataset.
• Julia has been used for computation, Python for scraping the data and R for analysis and visualization.

Jun 2019 – Jun 2019 · 0 mo · Chennai, Tamil Nadu, India

• In this summer school, I got introduced to Mathematical Finance and learnt about various modelling techniques used in the field of finance.

Jan 2019 – Mar 2019 · 2 mos · Mumbai, Maharashtra, India

• In this project, I designed the fault analysis system (using available data) for induction motor using LabVIEW software.

Jun 2018 – Jun 2018 · 0 mo · Shillong Area, India

• In this internship, I worked on methods to improve an 8-bit Vedic multiplier design to increase its computing efficiency.

Dec 2017 – Dec 2017 · 0 mo · Jorhat Area, India

• In this internship, I worked on a research project which involved the fabrication of a super-capacitor with high energy and power density.

Jun 2017 – Jun 2017 · 0 mo

• In this training, I was familiarized with the working of the Thermal Power Plant. I visited different field sites of the Power Plant and gained hands-on experience on the working of various domain in it. Specifically, I was trained in Digital Control System domain of the plant where I learned about the tools which are implemented in order to control the plant remotely.

Aug 2015 – May 2017 · 1 yr 9 mos · SRMIST,Chennai

• I joined in a college Research Team "SRMUAV" as an Electronics Engineer in the Control and Power System domain of the team in first year of College. During my 2 years of experience, I worked on various projects like Antenna Tracking System, Autopilot Software(Mission Planner),Quad-Copter Design,etc