Apr 2025 – Jun 2025 · 2 mos · Mumbai, Maharashtra, India · Remote

• Researched and backtested high-frequency long-short equity strategies using RSI divergence signals on NIFTY100,
• achieving a Sharpe ratio of 1.4 with 15% max drawdown.
• Built vectorized backtesting engines with latency, turnover, and slippage constraints; optimized execution throughput by
• 40%.
• Engineered dynamic alpha signals gated by volatility regimes, enhancing signal precision by 21% in low-volatility conditions.

Jan 2025 – Aug 2025 · 7 mos · Udaipur, Rajasthan, India · Remote

• 1.Developed real-time ML-driven price estimation models using Kalman Filters & streaming data optimizing predictive accuracy in financial markets.
• 2.Applied stochastic approximation & polynomial interpolation to enhance forecasting accuracy for dynamic pricing models.
• 3.Explored probabilistic machine learning techniques for modeling uncertainty in financial time-series data, aligning with sensor-based AI models.

Oct 2024 – May 2025 · 7 mos · Bengaluru, Karnataka, India · Remote

• 1.Developed AI-driven systems using Generative AI and Retrieval-Augmented Generation (RAG) to improve detection accuracy in unstructured data processing.
• 2.Optimized Machine Learning (ML) algorithms and Large Language Models (LLMs) using TensorFlow and PyTorch for efficient
• model training and deployment.
• 3.Implemented computational clustering techniques to enhance scalability and performance in AI pipelines.