At Bluestock Fintech, I engineered models for OTC derivative pricing and calibrated Heston and CIR models using maximum likelihood estimation and least-squares optimization.
I architected a backtesting engine for algorithmic trading strategies, using Sharpe Ratio, PnL attribution, and Maximum Drawdown metrics. I also streamlined data ingestion and simulation pipelines, increasing computational efficiency by 25%.
In my projects, I developed a pricing engine for OTC Asian options under Heston and Bates models and used Google Cloud for parallelized pricing experiments. I’m pursuing a Ph.D. in Computer Science at the University of Hyderabad.
