Jan 2024 – Mar 2025 · 1 yr 2 mos · Dubai, Dubai, United Arab Emirates · On-site

Feb 2023 – Dec 2023 · 10 mos · Amsterdam, North Holland, Netherlands · Hybrid

Feb 2022 – Jan 2023 · 11 mos

Feb 2018 – Jan 2022 · 3 yrs 11 mos

Jun 2017 – Jan 2018 · 7 mos · Bengaluru Area, India

• Worked in the Market Risk Modelling (Asset Class: Credit) team

May 2016 – Jul 2016 · 2 mos · Greater New York City Area

• Stochastic Regret of Thompson Sampling
• Studied the analysis of Thompson Sampling, a real time algorithm for MAB problems
• Extensively literature reviewed TS 2-approximation in terms of expected number of mistakes
• Endeavoured the extension of a novel conjecture for multiple arms and general distributions

Nov 2015 – Dec 2015 · 1 mo · Bengaluru Area, India

• Home Loans Customer Servicing
• Used neural networks over online touch points to predict & act upon major customer problems
• Generated an exhaustive graphical representation of customer data for the service agent
• Research of Model View * Frameworks
• Executed a survey of the available MVW for implementing the graphical representation
• Suggested the use of Angular.js on the basis of security, scalability & data binding capacity

May 2015 – Jul 2015 · 2 mos · Mumbai Area, India

• Speed-up Pricing of Swaptions using Vol-Grid Interpolation
• Accelerated risk calculation of volatility-grid via optimal caching on the computation graph
• Achieved the best possible speed-up of 40x by eliminating the calculation of zero risk values
• Remodeled extraction of expiry-tenor for pricing of trades using functional programming
• Integrated with current pricing techniques after testing for a wide range of financial products
• Used graph nodes and caching to accelerate the process of risk calculation of the volatility-grid
• Received a Pre Placement Offer for exemplary performance in the team of Core Analytics

May 2014 – Jul 2014 · 2 mos · Ahmedabad Area, India

• Survivable Network Design with Shared Path Protection
• Formulated & solved a constrained programming problem using IBM-ILOG CPLEX solver
• Tested the code for various instances available from Survivable Network Design (SNDlib)
• Workforce Management for Superior Refinery Limited
• Programmed the existing model for allotment of shifts to the employees of the company
• Incorporated features like Skill Maximisation & Minimisation of Double Shifts

May 2013 – Jun 2013 · 1 mo · Mumbai Area, India

• Served thrice as Student Facilitator for the Orientation-Cum-Selection Camp, handling academic arrangements and evaluation to select the Indian teams for International Astronomy Olympiads
• Selected for the resource generation camp to set and evaluate questions of national level exams