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Quantitative Researcher

Millennium

• Developed mid-frequency signals (hours to days horizon) for US and EU equity markets using machine learning
• Mentored new hires for their initial training projects.

Quantitative Researcher

Aakraya Research

• Analyzed signals and modelling for end-to-end automated HFT strategy from scratch for NSE equity markets.
• Built pipeline for automated signal selection, tuning trading hyperparameters to deploy in production.
• Examined trades to infer reasons for profit and loss and eventually using them to improve the strategy.
• Low latency code in C++ for co-located deployment of HFT and options market making strategy.

Core Engineer Developer

Tower Research Capital

• Developed a spring boot based RESTful Web Service and co-maintained a golden source of data for division and worked on reconciliation of trades and positions for trading teams

Core Developer Engineer, Intern

Tower Research Capital

• Deployed and configured production cluster of ElasticSearch and Kibana for queries and visualization over big data.
• Optimized and benchmarked ElasticSearch and Google BigQuery ingest for half billion records per day
• Received Pre-placement offer for the work

Research Intern

Prof. Amey Karkare, IIT Kanpur

• Simulated C codes visualization by integrating CTutor with Prutor for interactive debugging

Bachelor of Technology (B.Tech.)

Indian Institute of Technology, Kanpur

Computer Science and Engineering

• Data Structures and Algorithms
• Natural Language Processing
• Intro. to Machine Learning
• Parallel Computing
• Probability and Statisitcs
• Operating Systems

Achievements

* Ranked 7th among 4245 teams on Jane Street Market Prediction competition on Kaggle. * Received Academic Excellence Award for years 2016, 2017 and 2018 by Computer Science and Engineering, IIT Kanpur. * Secured an All India Rank of 383 in JEE Advanced 2015 among 150 thousand students who qualified JEE Mains * Procured an All India Rank of 114 in JEE Mains 2015 among 1.3 million students (top 0.01%). * Among 30 students selected for Indian National Mathematics Olympiad to represent state conducted by HBCSE(TIFR). * Among 45 students selected to attend Selection Camp to represent India at IJSO conducted by HBCSE(TIFR), Mumbai.

Knowing Your Nonlinearities: Shapley Interactions Reveal the Underlying Structure of Data

arXiv preprint

Execution-and Prediction-Based Auto-Tuning of Parallel Read and Write Parameters

2021 IEEE 23rd Int Conf on High Performance Computing & Communications; 7th Int Conf on Data Science & Systems; 19th Int Conf on Smart City; 7th Int Conf on Dependability in Sensor, Cloud & Big Data Systems & Application (HPCC/DSS/SmartCity/DependSys)

Active Learning-based Automatic Tuning and Prediction of Parallel I/O Performance

2019 IEEE/ACM Fourth International Parallel Data Systems Workshop (PDSW)

Kaggle Competitions

• Ranked 7th among 4245 teams in Jane Street Competiton for Market Prediction.
• Ranked 59 among 874 in Santa 2022 Competition.
• Currently Competitions Expert with highest rank achieved of 1161