About Me

With a strong foundation in quantitative finance and extensive experience in risk analytics and data modeling, I bring a unique perspective to financial problem-solving. My skills span Fixed Income derivatives pricing, machine learning, and operational efficiency improvements.

Education

Master of Science in Quantitative Finance

Rutgers Business School, New Jersey
Key Courses: Stochastic Calculus, Financial Time Series, Machine Learning, Derivatives Pricing

Bachelor of Technology in Chemical Engineering

Indian Institute of Technology (IIT) Bombay
Achieved a rank among the top 0.08% of 1.4M candidates in IIT JEE Advanced.

Professional Experience

Validation Associate

Mizuho Securities, New York
Conducted in-depth model validations for Fixed Income derivatives pricing models, leveraging the SABR model and Python-based libraries like QuantLib.

Data Science Consultant

Capgemini, New York
Developed SQL queries and automated data sourcing processes, enhancing forecasting accuracy and reducing manual efforts by 2 hours daily.

Skills

  • Programming: Python, SQL, C++, MATLAB
  • Quantitative Analysis: Fixed Income Derivatives, Risk Modeling
  • Data Tools: Tableau, Power BI, R
  • Machine Learning: Decision Trees, Regression, Clustering

Highlighted Projects

  • Fraud Detection System: Implemented a machine learning model for anomaly detection, improving fraud identification rates.
  • Fixed Income Dataset Analysis: Created visualizations to highlight market trends, using advanced analytics techniques.
  • Smart City Transport Application: Developed an interactive Java Swing-based app for public transport management.