Oct 2025 – Present · 5 mos

• Lead a 7-person global team (US/Canada/India) owning Morningstar’s enterprise LLM-based unstructured data extraction platform (Illume), powering downstream data products across the firm.
• Driving firm-level OKR to deliver ~19,000 annual person-hours of operational savings (~11-12 FTE equivalent) through AI automation of document extraction workflows.
• Architected modular RAG pipeline (semantic + keyword search, vector DB, configurable model factory, dependency injection) enabling reusable AI components and up to 40% faster model delivery.
• Decoupled modeling from deployment (LLM-agnostic, VectorDB-agnostic), reducing vendor lock-in and enabling scalable multi-team adoption.
• Driving A/B experiments to quantify AI-assisted inference impact on cost per document, throughput, and defect rates.

Nov 2024 – Oct 2025 · 11 mos

• End-to-end ownership of highly sophisticated Fintech system that leverages numerical optimization algorithms to manage $2 billion for 8,000 retirement savers.
• Roadmapped the strategic research direction for Morningstar's portfolio construction engines including regional expansions, feature additions, and interactive prototypes to demo capabilities. Software used: JIRA and Asana.
• Hands-on contribution to the methodology and production code using skills in linear algebra, optimization, Python, SQL, Docker and git.
• Leading client-facing and internal stakeholder communication via presentations and on-site meetings.
• Directing research activities including Causal Inference based studies to communicate the value of proprietary methodologies to clients and investors.
• Developing machine learning models, including XGBoost, to improve financial advice delivery; using systematic tuning and domain-informed constraints to ensure reliable and interpretable outcomes.

Jan 2023 – Nov 2024 · 1 yr 10 mos

• Led team of 6 quants and software engineers to build suite of automated portfolio construction solutions.
• Developed interactive Jupyter-based dashboards to demonstrate machine learning and data science projects on fund similarity, time-series regressions and numerical optimization.
• Created a 'Direct Indexing' solution that allows portfolio customization by excluding entire sectors or limiting the stock count by leveraging proprietary algorithms to handle challenging optimization issues including NP-hard cardinality constraints.
• Ownership of Morningstar's portfolio construction R&D roadmap.

Aug 2021 – Jan 2023 · 1 yr 5 mos

• Led diverse team of 8 highly qualified (MSc/PhD) data scientists and software engineers.
• Created an automated ESG portfolio creation tool by developing optimization algorithms and orchestrating deployment, testing, and releases. The tool is available to 180,000+ financial advisors in the United States.
• Published (as main or co-author) 5 research articles on topics ranging from performance attribution of funds to algorithm validation.
• Produced research roadmap comprising of three distinct project swim-lanes complete with dependency mapping.

Oct 2019 – Aug 2021 · 1 yr 10 mos

• Quantitative Research
• Developed 3 international variants of proprietary risk model with 30+ features in a constrained regression setting on terabyte-scale data by leveraging PySpark-based distributed cloud computing on AWS and Docker.
• Published 10+ detailed and interactive Jupyter notebooks to communicate model details to senior management.
• Generated signal for stock investment strategy based on holdings data of the Global fund universe (50,000+ funds).
• Analyzed stock investment crowding by panel regressing buys-and-sells calculated using high-frequency data. Accounted for both firm-specific and time-specific effects in the model.
• Presented in both large crowd of 250+ and focused settings, and performed model validation for key external clients.
• Visualized complicated model results and features using informative plots produced using Python
• Indexes
• Led collaboration with equity research department on development and review of strategic-beta investment strategies.
• Interfaced with key clients including Barclays, Vanguard, Bank of America, Société Générale, BNY Mellon, and BNP Paribas as subject matter expert on portfolio construction including rebalancing and reconstitution rules.
• Prepared and delivered 20+ client-facing presentations and public-facing methodology rulebooks. Examples are linked.

Sep 2018 – Oct 2019 · 1 yr 1 mo

• Constructed low Carbon Risk focused compact low tracking error portfolios by leveraging self-developed factor modeling and optimization capabilities.
• Launched Morningstar's first suite of indexes of open-end funds worth close to $350k in annual revenue.
• Enhanced index construction capabilities by integrating AWS services into the process.
• Drafted cryptocurrency market beta benchmarks covering the Large, Mid and Small size spectrum in collaboration with institutional trading platform.

Jan 2018 – Sep 2018 · 8 mos

• Developed machine learning model to mimic strategic investment management decisions undertaken by registered advisors in ETF based multi asset high income strategy
• Led upgrade of equity index portfolio creation platform to Python 3.* including additions to performance attribution capabilities
• Created 5+ thematic and regional exponential technologies based index portfolios
• Actively working on real-time electricity load forecasting models based on time series analyses techniques including multiple seasonal ARIMA and exponential smoothing models
• Implementing valuation-based smart beta indexing strategy leveraging Morningstar's deep equity research knowledge

Jun 2017 – Jan 2018 · 7 mos

• Performed quality assurance for Morningstar Direct Cloud - flagship software offering catering to manager researchers and wealth managers
• Developed automated tests for monitoring top 5% most critical data point via Java-based Selenium and JavaScript-based TestCafe tools
• Introduced daily performance monitoring and data logging for custom data management section of application
• Contributed to product hardening initiative by developing 4 high-frequency monitoring cases and associated runbook
• Obtained extensive Agile experience being concurrent member of 2 squads
• Valuation Committee Side Project
• Analyzed country risk premium (for 20+ countries) and justified enterprise value multiples methodologies
• Improved Excel-based valuation model auditing tool aggregating data from 1700+ global equities by introducing geographic cross-sectioning and REIT sector