I am pursuing MS Program at the Institute for Computational and Mathematical Engineering (ICME) with specialization in Mathematical & Computational Finance. After graduating from Indian Institute of Technology Bombay with Electrical Engineering department, I started working as product developer at a financial technology startup. I took up product management role for a while and later started consulting on Quantitative Finance projects with markets and risk teams at banks in Singapore. I had worked on high-performance computing during college but professional projects grew my interest in applied mathematics.
Education & Certifications
Bachelor of Technology, Indian Institute of Technology Bombay, Mumbai, Electrical Engineering (2011)
Tennis, Diving, Travelling, Running and casual table tennis
Current Research and Scholarly Interests
Machine Learning, Predictive analytics, Quantitative trading
Adversarial Machine Learning against Keystroke Dynamics, Stanford University (10/2016 - 12/2016)
Network-on-Chip (NoC) architecture prototyping and evaluation, Indian Institute of Technology Bombay, India (8/2010 - 4/2011)
Modeled custom components for on-chip interconnect network to gauge performance of select routing topologies on FPGA-based emulator
Parallel scheduler for multi-core processor, Swedish Institute of Computer Science (5/2010 - 7/2010)
Worked on multi-threaded programming on the Tilera TlLEPro64 many core processor on a component based prototyping framework called ArchiDeS used for modelling LTE base-band processing.
Practice Lead, Quant Consulting, FinMechanics Pte. Ltd. (7/2011 - July 2016)
FinMechanics is a capital markets and risk consulting firm guiding financial institutions on treasury business solutions. I led the Quantitative Consulting vertical for best practices in derivatives valuation and risk assessment.