Sushant Vijayan

Product Engineer

Chennai, Tamil Nadu, India9 yrs experience

Most Likely To SwitchHighly Stable

Key Highlights

Expertise in regret minimization and bandit problems.
Strong background in applied mathematics and quantitative finance.
Proven ability to develop state-of-the-art algorithms.

Stackforce AI infers this person is a specialist in AI/ML with a strong foundation in quantitative analysis.

Contact

Skills

Core Skills

Statistical ModelingReinforcement Learning

Other Skills

Ansys FluentCC++CFDComputational Fluid DynamicsEnglishFinite Element Analysis (FEA)GambitMicrosoft ExcelMicrosoft WordNumPyOpenFOAMPandas (Software)ParaviewPowerPoint

About

I am a grad student in School of Technology and Computer Science (STCS), TIFR. I am advised by Prof. Sandeep Juneja. I work mostly in bandits, especially regret minimization problems in linear, contextual and bandits with prior information and pure exploration problems. Prior to this I had worked in model risk validation. I was a validator within the xVA, Credit and Pricing team at Credit Suisse. My master's was in applied mathematics from CMI. It had a particular focus on quant finance, measure theoretic probability and stochastic calculus. Immediately after my UG I worked as a planning engineer with Pentair. I received my bachelor's in mechanical engineering from IIT Madras. During my undergrad days I was interested in the field of computational fluid dynamics. I have a minor in physics.

Experience

9 yrs

Total Experience

3 yrs

Average Tenure

6 yrs 10 mos

Current Experience

Google deepmind

2 roles

Graduate Student Researcher

Jan 2024 – Jun 2024 · 5 mos · Bengaluru, Karnataka, India · On-site

Worked on automated bidding problem. Proposed a simple efficient UCB-based algorithms that is SOTA. Work accepted in WWW 2025.

Statistical Modeling

Graduate Student Researcher

Jan 2023 – Jun 2023 · 5 mos · On-site

Worked on online regret minimization in presence of offline data in linear bandits.

Statistical Modeling

Tata institute of fundamental research

Doctoral Candidate

Aug 2019 – Present · 6 yrs 10 mos · Mumbai Metropolitan Region

PhD candidate in Computer Science. Working on bandit problems. Interested and reading up on areas like mean field games, optimal transport, large deviation theory, learning theory.

Statistical ModelingReinforcement LearningSciPyPandas (Software)NumPy

Credit suisse business analytics (india) private limited

Model Risk Validator

Jul 2018 – Aug 2019 · 1 yr 1 mo · Mumbai

Part of the Credit & xVA pricing model validation team. Worked on validating counterparty pricing aspects for products/model frameworks like Equity Swap, Equity Variance Swap, Callable Range Accrual Note, Standardised Initial Margin Model(SIMM).

Tata institute of fundamental research

Visiting Summer Research Student

May 2017 – Jul 2017 · 2 mos · Mumbai Metropolitan Region

Mentor: Prof. S. Juneja
Derived new asymptotic convergence rates for naive uniform estimators in a multi-nested Monte Carlo simulation. Extended it for n layers of nestation.
Work motivated by emerging area of counterparty risk management. Measures like Credit Valuation Adjustment (CVA) VaR require nested simulation.
Introduced to ideas of Stochastic Calculus, Monte Carlo methods in finance. Exposed to recent research in collateralisation in CVA/DVA and inclusion of funding costs (FVA) into the general framework.

Pentair valves & controls

Planning Engineer

Aug 2014 – Sep 2015 · 1 yr 1 mo · Sharjah, UAE.

Responsible for executing the production schedule and improving On-Time delivery of valves.

Gkn aerospace

Intern

May 2013 – Jul 2013 · 2 mos

Mentor : Dr.Amit Thakur.
Computation fluid dynamics and heat transfer simulation on turbine vane. Compared various turbulence models and suggested suitable model for future simulations.