Nov 2022 – Jan 2023 · 2 mos · Chennai, Tamil Nadu, India · On-site

• Led a team of 17 members to bag an overall Gold along with a podium position in very event for the first time in history
• One of 21 representatives from IIT Kharagpur responsible for curated auditions, extensive practices and logistics management
• Managed a budget of Rs. 40,000 for instrument acquisition, Jam-room practice sessions and travel allowances

May 2022 – Aug 2022 · 3 mos

• Built a volatility surface for intermediate strike prices and maturities using the implied volatility market quotes of S&P 500
• Leveraged various optimization techniques including SLSQP and L-BFGS to arrive at the appropriate surface interpolation
• Executed Monte Carlo simulation on the derived Dupire volatilities for vanilla pricing with a relative absolute error of 11.3%
• Implemented the Heston model using the COS method and employed Differential Evolution for parameter calibration
• Employed Brents method to derive the Heston implied volatilities and observed an error of 3.4% in the volatility skews
• Applied the calibrated models to price strategies including Bull-Call Spread, Butterfly Spread, Straddles and Strangles

Jan 2022 – Mar 2022 · 2 mos

• Engineered 153 features to study account level characteristics with the aim of building a Scorecard for microfinance lenders
• Performed extensive data scraping across 107 transactions leveraging glob and os libraries to build the appropriate dataset
• Pre-processing involved implementing chi-2 and ANOVA tests followed by WoE and IV for feature selection using xverse
• Used cross-validation training over an ML pipeline with SMOTE and a logit model to achieve a mean AUROC of 0.77

Jun 2021 – Jul 2021 · 1 mo · Chennai, Tamil Nadu, India

• Trained a Rolling Forecast SARIMA model on particulars like AUM, Sales and Total Revenue with a mean accuracy of 93%
• Predicted the NPA Provision for FY’22 with an average accuracy of 68% corresponding to companies in different segments
• Identified segments that gave better Yields with lower Credit Loss by forecasting profits using regression analysis

May 2021 – Jul 2021 · 2 mos · Mumbai, Maharashtra, India

• Identified potential competitors of SBI General Insurance out of 322 products in the fields of Home and Travel Insurance
• Constructed a report on the Finance state of play for Malaysia using data drawn from the company’s Global Finance Monitor
• Provided valuable insights into 4 key brand performance metrics across Banking, Insurance and Payments industries

Jan 2021 – Mar 2021 · 2 mos · Remote

• Created a comparative study and provided constructive insights on L2 acquisition techniques used by Lang. Learn. companies
• Conducted a 3-day workshop on article writing and led a team of 4 newly recruited members to produce more than 10 articles
• Spearheaded and ideated the creation of a Speaking Club with a per session footfall of over 40 students from IIT Kharagpur

Aug 2019 – Jun 2022 · 2 yrs 10 mos · Kharagpur, West Bengal, India · On-site

• Arranged monthly online music workshops for freshers and sophomores with an average participation of 60 students
• Coordinated 8 in-house productions on a budget of Rs. 90,000 and conceived the first ever online production
• Raised funding of Rs. 2.5 Lakhs for infrastructure and sound-proofing the music room for refined practice sessions