May 2019 – Jul 2019 · 2 mos · Mumbai Metropolitan Region

• Developed an NLP tool to automatically extract alpha ideas from financial literature (research papers, reports)
• Devised and leveraged novel automatic text summarization, key-term extraction techniques to map research papers to financial datasets (earnings release, options, analyst estimates, fund holdings)
• Productionized the tool as a web application to be used by the WorldQuant Research team all over the world
• Developed an algorithm to score descriptions of alphas submitted by research consultants on the Websim platform
• Employed DL models to predict future alpha performance using its historical returns, macro-economic and index factors in conjunction with portfolio optimization techniques to improve return/risk profile of the portfolio

Oct 2018 – Mar 2019 · 5 mos · Greater Chennai Area

• Created a tool to predict the runs, wickets in the next over using historical and current batsman, bowler, team stats
• Designed an RNN architecture to simulate the match from any point in time to quantify the impact of lucky events, projected score, win percentage of a team and a statistical module to quantify contributions in different conditions
• The tool is being used by ESPNCricinfo, went live for IPL and Cricket World Cup 2019 – Forecaster, SuperStats, ESPN Luck Index

May 2018 – Jul 2018 · 2 mos · Bengaluru, Karnataka, India

• Developed tools to interpret LSTM and GRU models for capturing default and delinquency behaviour of customers
• Devised techniques such as dimensionality reduction using denoising auto-encoders, analyzing state vector activation patterns to demystify the learnings of stacked Recurrent Neural Network layers
• Explored state of the art explainable AI techniques such as distilling Neural Nets into decision trees and modified LSTMVis visualization tool to analyze spend, repayment patterns
• Carried out sensitivity analysis to determine the spend patterns that affect the creditworthiness of a customer

Nov 2017 – Feb 2018 · 3 mos · Bangalore

• Performed Statistical Back-Testing analysis of various passive and active investment strategies in the crypto space
• Optimized the portfolio hyperparameters such as number of constituents, rebalance frequency, the maximum cap on constituents for the indexing strategy used in 108 Token ICO for maximizing returns of the portfolio
• Assisted in the firm’s ICO (108Token: A Crypto Index Fund tracking 15 crypto securities) which raised $5M
• Produced detailed analysis reports of crypto assets and ICOs to look for new investment avenues for ZPX clients

May 2017 – Jul 2017 · 2 mos · Tsujido, Japan

• Conducted experiments and derived insights from the experimental results to assess performance of various fasteners on thermoset plastics and finalize the fastener to be incorporated into their inventory
• Delivered a presentation on “Fasteners for Thermoset Plastics” to the CEO and President of Saima Corporation, Japan

Mar 2017 – Apr 2018 · 1 yr 1 mo