Mar 2024 – Jan 2025 · 10 mos

• 1. Team: Front Office Centralized Setup
• 2. Automation and optimisation of ETL pipelines for weather data
• 3. Legacy trading model documentation for cross functional collaboration
• 4. Machine Learning for optimal weighting of NWP models for solar/wind generation (MW) across EU regions
• 5. Analysis of three different categories of weather data: normal, observations, forecast

Oct 2023 – Mar 2024 · 5 mos

• 1. Team: Front Office Pod Setup
• 2. Working on Systematic Alpha/Signal Generation for the Trading Desk
• 3. Developed a rolling regression framework based on macroeconomic and cross-asset indicators
• 4. Sharpe ratio of 1+ for 6 different long/short trading strategies for WTI & BRT futures contracts
• 5. Research on supply/demand/geopolitical risks variables affecting oil derivatives

Aug 2023 – Oct 2023 · 2 mos · London, England, United Kingdom · On-site

• 1. Analysis of London Housing Dataset composed of 3.78M properties sold from 1995-2022
• 2. Feature engineering basis nearest neighbourhood for price comparison
• 3. Machine learning based A/B Testing for property valuation appraisal basis retrofitting targeting energy efficiency
• 4. Built a machine learning model with an average error rate of 10.26% and median error of -3.44%

Sep 2022 – Sep 2023 · 1 yr · London, England, United Kingdom

• 1. Time-Series classification models focusing on custom loss functions and evaluation metrics
• 2. Key factors analysis for directional movement of G10 FX rates with EUR & USD as base currencies
• 3. Constructed successful long/short trading strategy for USDCHF, USDSEK, EURCAD, and EURDKK markets with annual returns of 54%, 61%, 18%, and 19% respectively over the testing period
• 4. Applied explainable AI algorithms to obtain simpler transformation of complex machine learning algorithms to evaluate trading strategy and provide easier explanations to stakeholders

Jun 2022 – Sep 2022 · 3 mos · Gurugram, Haryana, India

• 1. Leveraged Python for data cleaning to construct optimization models for predicting cost-efficient routes pan-India
• 2. Analysed the vehicle routing dataset of 2500+ routes for the company with respect to operational costs and delivery time
• 3. Achieved reduction in operational costs by 8% and delivery time by 5% for the delivery services of the company

Jul 2020 – Apr 2021 · 9 mos · New Delhi, Delhi, India

• Studied a research paper on COVID-19 modeling under the guidance of Ms. Rajni Gupta, Dept. of Mathematics, St. Stephen’s College. Developed and presented various Epidemic Models and Exploratory Graphs.

Jun 2020 – Aug 2020 · 2 mos · New Delhi, Delhi, India

• 1. Created a Business Model Canvas of the company covering customer segments, key partners, and key activities
• 2. Developed a Lead Generation Plan from Telemarketing and Sales Data to identify potential leads in Kota, Jaipur and Indore

Aug 2019 – Mar 2020 · 7 mos · New Delhi, Delhi, India

• Studied the research paper 'Modeling a Banking Data Set Using Differential Equations: The Case of the Greek Banking Sector' based on Differential Equations under the guidance of Dr. Sonia Davar, Dept. of Mathematics, St. Stephen’s College. Modeled the rate of change of deposits based on percentage of quotas of four major banks in the Greek Market