Apr 2023 – Apr 2024 · 1 yr · India · Remote

• Top 1% on Topmate | Top Rated Quant Career Coach

Jul 2021 – Jun 2024 · 2 yrs 11 mos · Mumbai, Maharashtra, India

• Member of front office Quantitative Research - Equities Derivatives team.
• Responsible for infrastructure coding of pricing library (C++) using Monte-Carlo engine used for pricing Equity and FX structured products for calculating FV, performance scenarios, minimum return and risk metrics like VAR, risk premium etc.
• Major responsibilities include developing low-level multi-threaded optimization and numerical libraries, integrating Python with C++, for pricing of Structured Equity Derivative OTC products including structured notes, barrier options and daily accumulator.
• Developed Python based system for automated testing of core pricing library (C++) releases reducing the manual testing effort by 90%.
• Handled major releases of pricing library including debugging, bug fixing and testing for performance, PnL impacts and release related production impacts.

Jan 2021 – Mar 2021 · 2 mos · Bengaluru, Karnataka, India

May 2020 – Jun 2020 · 1 mo

• Developed an end-to-end VOIP web application using WebRTC framework including functionality to change media stream constraints, & record and download remote user's audio. Application was developed using WebRTC APIs and self developed APIs (Media recording). It connected to remote user by initiating a call session through signalling server (nodejs) and using ICE connectivity based STUN & TURN server.
• Created a state-of-the-art analysis of research paper tittled "Feature Learning with Raw-waveform CLDNNs for Voice Activity detection". Developed a deep learning model CLDNN using keras library to learn features for VAD.

May 2019 – Aug 2019 · 3 mos · Kanpur Nagar, Uttar Pradesh, India

• Designed and implemented a frequency tunable voltage-controlled oscillator using PN junction diode as a tuning element. Worked out and analyzed the best topology for a tunable oscillator with wide frequency range - Colpitts Oscillator.
• Designed the circuit given particular specifications, simulated on Micro-Cap & did DC, AC and Fourier Analysis of the circuit. Implemented the oscillator circuit on a breadboard and compared the simulation results using the oscilloscope.

May 2019 – Jul 2019 · 2 mos

• Selected as a mentee in Microsoft Codess mentorship program and received mentorship from highly skilled professionals of Microsoft in programming and problem solving skills.

Apr 2019 – Oct 2019 · 6 mos · Greater Lucknow Area

Dec 2018 – Jan 2019 · 1 mo

• Devised a method using spectral learning algorithm for simultaneous localization and mapping(SLAM) from range data with known correspondences (position of beacons)
• Developed MATLAB code to simultaneously estimate the robot’s trajectory and locations of the landmarks by using SVD (singular value decomposition) as well as online SLAM approach

May 2018 – Jul 2018 · 2 mos · kanpur

• Developed a Web App deployed using Microsoft Azure which aimed to tackle mental illness by providing useful resources as well as medical support. It detected psychological disorder using a predefined algorithm (at the back-end) based on user response to a set of fixed questions , implemented using PHP and database.

May 2018 – Jul 2018 · 2 mos · Greater Lucknow Area

• Designed a 8*8*8 LED Cube capable of displaying 3D patterns & animations using principle of POV. Each Led in a layer was controlled using demultiplexer & all layers were controlled by separate demultiplexer. LED Cube was programmed by AtMega16 microcontroller using AVR Studio environment.