At Alphagrep Securities, I developed a data-driven mid-frequency strategy for Index options, working across research, pricing, testing, and execution. I also worked on a long gamma strategy for SPX weekly options, using time-series modeling and parameter optimization to address theta decay.
At Optiver B.V., I built systematic delta trading strategies for Nasdaq-100 closing auctions and modeled auction microstructure. As a Trader Intern, I built automated trading and quoting systems in Python for simulated exchanges and designed a volatility-adaptive market-making strategy.
As an independent ML research consultant at AMU Leasing pvt ltd, I worked on income estimation, EV adoption, risk, and optimal pricing. I developed an automated underwriting pipeline, documents Q&A RAG, and conversational intelligence extraction.
In my independent projects, I developed a hybrid RAG system for quant research papers and a Streamlit-based automated backtesting research pipeline. I also researched statistical arbitrage and NIFTY options signals, drawing on my Electrical Engineering studies at Indian Institute of Technology Bombay.
