Jan 2018 – Jun 2018 · 5 mos

• Bengaluru Head, Equities Model Risk Management
• Enhance financial modelling capabilities of the global Equity derivatives business covering a wide range of vanilla and exotic payoffs. Recently, also started reviewing models in Investing & Lending space which includes real estate, private equity and loans.

Jun 2015 – Dec 2017 · 2 yrs 6 mos

May 2014 – Jul 2014 · 2 mos · Mumbai

• Worked as a research intern under Dr. Rahul Vaze as a part of Visiting Students' Research Program. We worked on a couple of problems: Energy Harvesting Communication Systems and Receiver Antenna Partitioning Problem, and were able to get significant results in both of them. See the publications below for details. The work used intensive tools from Probability Theory, Stochastic Calculus, Convex Optimization and Markov Decision Processes.

May 2013 – Jul 2013 · 2 mos · Bangalore

• Worked with the High Performance Analog Circuits team. We designed a High Frequency Mixer at 25 GHz using a Gilbert cell followed by a transimpedence amplifier.

May 2012 – Jul 2012 · 2 mos · Bangalore

• Worked with the Power Electronics team and designed heat sink to reduce power loss in traction converters by 14%. Also designed an algorithm to automate testing of traction converters.