May 2025 – Jul 2025 · 2 mos · Gurugram, Haryana, India · On-site

• Researched high-frequency market microstructure patterns in the top 500 most actively traded equities and futures to extract actionable insights
• Developed alpha signals to predict short-term equity price direction, supporting enhancements to market making strategies.
• Automated the alpha signal generation pipeline using LLMs, incorporating iterative refinement based on feedback from a custom evaluation framework
• Designed from scratch and live-tested a strategy in C++ using top-performing alphas, delivering up to 40% annualized returns in simulation with a Calmar ratio of 12.

May 2024 – Jul 2024 · 2 mos · New Delhi, Delhi, India · On-site

• Implemented MISRA C rules for the clang compiler at Preprocessor, Parser and AST levels which is then used by the Equivalence Checker which can be used independently to obtain proofs of executable code with respect to source code