Mar 2024 – Oct 2025 · 1 yr 7 mos · London Area, United Kingdom · On-site

• Pod recently got closed due to which I am open to new jobs and currently on garden leave. Attached is a recommendation letter from managing director (head of quant team) explaining that the closing of Pod is not related to my performance and my performance was good. Below is a summary of my work
• Directly working with Portfolio manager on projects related to mid-frequency alpha research, momentum strategies, and portfolio allocation.
• Researched and backtested FX time series momentum and FX cross-sectional momentum strategies
• Learning about factor based asset allocation process which combines time varying risk premia across macro asset classes
• Current projects focus on FX and Rates in Emerging Markets

Jan 2023 – Mar 2024 · 1 yr 2 mos · London, England, United Kingdom · On-site

• Alpha research, directly working with Head of team and Portfolio managers.
• Researching, implementing and backtesting high frequency market making/taking strategies and cross
• exchange arbitrage strategies.
• Experience with short term (few milliseconds/seconds) and long term (few hours/days) prediction
• Projects related to feature engineering, modelling, prediction, evaluation, quoting logic, quoting
• volume etc
• Post trading analysis for market making and cross exchange arbitrage strategies

Jul 2022 – Dec 2022 · 5 mos · London, England, United Kingdom

Oct 2021 – Oct 2022 · 1 yr

• My research thesis was supervised by Professor Neil Lawrence
• For my thesis, my main supervisor and examiner mentioned: "This was a challenging project which required you to read well beyond the standard material in the course and provide original implementations combining advanced algorithms from highly mathematical domains. These implementations were well carried out leading to a substantial deliverable that represents a contribution to the field." Full report from my main supervisor can be viewed at the following link https://drive.google.com/file/d/1TJV31C5eLFHUXjIH-XQ64-30Ir8CrtA1/view?usp=sharing
• My thesis builds upon on a long line of work combining Gaussian processes
• (GP) with latent variable models for unsupervised learning tasks. Specifically,
• I am focussing on modelling high-dimensional time-series data ubiquitous in
• the real-world. The dynamics in observed space are captured by a smoothly evolving
• latent variable indexed by time and governed by a Gaussian process prior. I am working on refining
• existing models to capture dynamics in the low-dimensional latent space and assess
• performance on the quality of reconstruction of the original high-dimensional data.

Oct 2020 – Oct 2021 · 1 yr

• Received marks equivalent to high first class for my dissertation
• Developed a novel method to improve diversity in Deep Ensembles which outperformed current methods according to both accuracy and uncertainty quantification.
• The new approach modified the diversity term of Negative Correlation (NC) regularization and also introduced an exponentially decaying trade-off parameter.
• Implemented and evaluated 8 algorithms based on Bayesian Deep Learning, variants of Deep Ensembles, and their combinations.
• Rigorously evaluated machine learning algorithms using nested cross-validation, hypothesis testing, paired t-tests etc.
• Used various evaluation metrics for uncertainty quantification such as Brier score, Expected Calibration Error, NLL loss etc.
• Worked with various datasets such as stock data from Yahoo finance, CIFAR-10, Corrupted CIFAR-10, Rotated MNIST, Rotated FMNIST, and other famous datasets from Kaggle.
• Would be submitting two research papers based on my thesis to upcoming conferences in Machine Learning.

Jan 2020 – Mar 2020 · 2 mos · London, England, United Kingdom

• Group project in which our team created a Wear OS smartwatch and an accompanying phone app. My task was mainly related to implementation of smart watch. We made use of Android Studio for this project and I learnt more about android activity lifecycle, intents and other related things

Jun 2017 – Aug 2017 · 2 mos · USA

• I was awarded the Inaugural Breakout Fellowship for doing research and attending advanced seminars by Terence Tao, Richard Taylor, and Jacob Lurie, recipients of the inaugural Breakthrough Prize in Mathematics. This fellowship is given to only one student internationally.
• I Carried out research work at Clay Mathematics Institute on research project entitled “Tau Ideals in Number Fields’’. I also attended advanced seminar on Analytic Number Theory and Graph Theory. June 2017-August 2017

Jun 2015 – Aug 2015 · 2 mos · United States

• Carried out research work at Clay Mathematics Institute 2015 on the research project titled “Chebyshev polynomial”. I also attended an advanced course on number theory.