At Minix Fintech, I build real-time C++ feature engines and Hawkes-process inference for live trading, with nanosecond-scale per-update latency. I’ve taken index-futures market-making strategies from Python backtests into low-latency C++ production.
I hold a PhD in Computer Science from IISc, where I developed game-theoretic and optimal-control frameworks for large interacting populations. My work spans machine learning, time-series modeling, market microstructure, stochastic control, and multi-agent systems.
