At Wells Fargo, I developed and validated marketing models for retail banking portfolios under U.S. regulatory standards, including SR 11-7 and OCC 2011-12. I also created Python tools for model testing and explainability.
I developed and open-sourced PyQuaPie, a modular quantitative pricing library with bond pricing, yield curve construction, option pricing, and interest-rate models. Its reusable analytics and notebooks also support portfolio optimization and risk evaluation.
In my research, I built and backtested Protected-Low, a rules-based long-only equity strategy, and implemented a deep learning model for sparse-view CT reconstruction that achieved 0.98 SSIM. I’m an Indian Institute of Science graduate with a background in computational and data sciences.
