Jul 2022 – Aug 2025 · 3 yrs 1 mo · Mumbai, Maharashtra, India

• Machine Learning/NLP - Covering Quantitative models across multiple Financial products

Apr 2021 – Jun 2021 · 2 mos · Mumbai, Maharashtra, India

• Worked in Quant Strats Equity Market Risk Methodology team developing Risk Models across Equity Derivatives product, Quantitative Impact Study and Fundamental Review of Trading Book (FRTB) Analytics.

May 2019 – Jul 2019 · 2 mos · Hung Hom, Hong Kong

• Worked on the Application of Unsupervised, Reinforcement learning and Metaheuristic algorithms in finding near-optimal solutions to NP-hard Combinatorial Optimisation problems in Operations Research
• ● Developed a Novel Particle Swarm optimisation algorithm leading to reduced solution time and deviation from optimality compared to the SOTA methods
• ● Formulated a mixed-integer linear programming (MILP) model discussing Multi-Period Profit Maximisation based Location Routing Pricing problem with Price Sensitive Demands under Stochastic demand uncertainty for designing the distribution networks of online shopping systems using sampling-based methods
• ● Developed a novel Clustering-based Reinforcement learning algorithm using discrete space Q-Learning and SARSA for solving stochastic routing and pricing

Apr 2019 – Aug 2020 · 1 yr 4 mos

• Headed and managed a team of over 60 members and professors/judges to host the first-ever international edition of Indian Case Challenge, largest case study competition in India with over 400 team registrations and participation from over 1500 students globally

Jul 2018 – Apr 2019 · 9 mos

• Conducted bi-weekly knowledge sessions on supervised learning techniques like Linear Regression and unsupervised learning techniques like Clustering
• Conducted various open house sessions in association with Intel, Nomura, ZS Associates etc. with an average participation of over 300 students from campus