Quantitative
Developer & Researcher
Engineering high-performance trading systems and statistical models. Specializing in low-latency infrastructure, algorithmic strategies, and financial engineering.
Education
Stevens Institute of Technology
Aug 2024 – May 2026Coursework: Market Microstructure, Quantitative Hedge Fund Strategies, Algorithmic Trading Strategies, Multivariate Statistics.
Georgia Institute of Technology
Aug 2024 – Dec 2025Specialization in Computing Systems. Coursework: High-Performance Computing, Distributed Computing, DBMS, Bayesian Statistics.
WorldQuant University
Dec 2021 – May 2024Coursework: Deep Learning for Finance, Financial Econometrics, Fixed Income, Portfolio Management, Risk Management.
Vellore Institute of Technology
Jul 2014 – Sept 2018Coursework: Data Structures and Algorithms, Computer Networks, Reinforcement Learning, NLP.
Technical Arsenal
Quantitative Finance
Mathematics & Stats
Programming
Machine Learning
Data Engineering
Systems & DevOps
Professional Experience
LogiNext Solutions Inc.
Mar 2023 – Jun 2025- Architected Map Construction & Routing Algorithms solving nested NP-Hard problems using Constraint Programming (PostGIS, MongoDB).
- Led a team of 12 to develop a high-performance geospatial mapping application.
- Built a Large Language Model (LLM) for internal query resolution, improving efficiency by 80%.
- Engineered ELK stack pipeline for proactive error detection and log analysis.
Versor Investments
Feb 2022 – Oct 2022- Managed $8.5 Billion AUM across Merger Arbitrage and Stock Selection portfolios.
- Backtested systematic strategies yielding a 15% improvement in alpha capture.
- Deployed scalable ML pipelines increasing trade execution efficiency by 29%.
- Built ESG-focused portfolio strategies capitalizing on arbitrage opportunities.
Bank of America
Jun 2018 – Jul 2021- Engineered Python services for QUARTZ trade processing.
- Integrated C++ pipelines in SANDRA, reducing trade processing latency by 50%.
- Led migration of 1M+ lines of code to Python 3.8, boosting efficiency by 40%.
- Architected ML/AI platform increasing decision-making accuracy by 67%.
Key Projects
AI-Integrated FPGA for Market Making
Engineering a sub-10µs trading platform with custom-built limit order book, FPGA market data handlers, and kernel bypass (DPDK) for deterministic execution.
Adaptive Volatility Regime Execution
Developed a regime-switching framework dynamically selecting between passive, TWAP, and aggressive strategies. Achieved 20% increase in Sharpe Ratio.
Statistical Arbitrage Reversal Strategies
Designed volume-momentum-based crypto portfolio strategy yielding 155.76% annualized return and 1.94 Sharpe Ratio.
Dynamic Portfolio Optimization
Built real-time portfolio optimization system using convex/non-convex methods, enhancing risk-adjusted returns via adaptive asset rebalancing.
Awards & Certifications
Awards
- Global Recognition Gold Award (Bank of America) - Led enterprise-wide AI/ML campaign.
- Global Recognition Silver Award (Bank of America, 2x) - For Total Return Swap Bonds contributions.
- 1st Place - Vanguard ETF Trading Challenge.
- State Rank Holder - International Science Olympiad & Math Olympiad.
Certifications
- CFA Level 1
- Bloomberg Market Certification
- Financial Engineering & Risk Management (Columbia/Coursera)
- Machine Learning for Trading Specialization (Google Cloud/NY Institute of Finance)
- Deep Learning Specialization (Andrew Ng/Coursera)
Essential Reading
A curated collection of books that have influenced my trading philosophy and technical approach. From stochastic calculus to Eastern philosophy.
GitHub Impact
