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Syamantak User

@syamantakuser

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Machine Learning Researcher with 9+ years of experience.

Canada

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What I'm looking for

I am looking for opportunities that foster innovation and collaboration, where I can leverage my expertise in machine learning to drive impactful solutions.

I am a Machine Learning Researcher with over nine years of experience specializing in large language models and deep reinforcement learning. My expertise lies in developing innovative ML solutions that enhance decision-making processes in finance and technology. I am passionate about applying deep learning techniques to tackle complex challenges, driving efficiency and effectiveness in various applications.

Throughout my career, I have held significant positions, including Director of AI Research at AGAM Capital Management and Principal Data Scientist at Aspen Technology. My work has led to the development of advanced algorithms and models that have substantially improved computation times and decision-making capabilities. I have a proven track record of leading AI initiatives, mentoring teams, and contributing to academic research, which has resulted in numerous publications in reputable journals and conferences.

Experience

Work history, roles, and key accomplishments

Current

Director, AI Researcher

Current

AGAM Capital Management

Dec 2024 - Present (6 months)

Spearheaded AI research initiatives to transform traditional actuarial processes and enhance efficiency. Developed a deep learning-based approximator for very high-dimensional functions, achieving substantial improvements in computation time.

AI Research Deep Learning Agentic AI Workflow Automation

Principal Data Scientist

Aspen Technology

Sep 2023 - Nov 2024 (1 year 2 months)

Developed several prototypes for a large language model-based question-answering agent on product documentation. Created a deep reinforcement learning-based solution for optimal congestion control in an electrical grid.

Large Language Models Reinforcement Learning Prototyping

Vice President, Machine Learning Research

Morgan Stanley

Mar 2018 - Dec 2022 (4 years 9 months)

Developed a reinforcement learning algorithm for optimal allocation of shares across multiple dark pool exchanges, significantly boosting revenue. Created a random forest-based ML model to predict trade win probability, aiding optimal quote placement.

Reinforcement Learning Random Forest NLP Deep Learning Time Series Analysis

Data Scientist, Market Risk

National Bank of Canada

May 2016 - Mar 2018 (1 year 10 months)

Led data scientist for upgrading the bank's risk assessment system. Designed algorithms to estimate and reconstruct implied volatility surfaces of various financial derivatives from incomplete time series data.

Risk Assessment Derivatives Time Series Analysis Anomaly Detection Algorithm Design

Graduate Trainee Engineer

Siemens Limited

Jul 2006 - May 2007 (10 months)

Designed the human machine interface and PLC based automation for a stamp charging machine at Tata Iron & Steel Company. Designed the PLC based automation for a pickling and degreasing line at TCIL.

Industrial Automation System Design Electrical Engineering

Education

Degrees, certifications, and relevant coursework

University of Waterloo

Ph.D., Electrical and Computer Engineering

Grade: 90.00%

Activities and societies: Developed a new algorithm to make causal inference for time series through pairwise tests. Designed a novel algorithm to recover sparse causality graphs for time series. Proved new theorems analyzing the convergence of autoregressive estimates of time series.

Conducted doctoral research in Electrical and Computer Engineering, focusing on MMSE Approximations of Stationary Time Series. Achieved a cumulative GPA of 90.00%.

University of Waterloo

MASc, Electrical and Computer Engineering

Grade: 88.50%

Activities and societies: Proved a new result in Bayesian inference, comparing analytically ensemble Kalman filters and particle filters.

Completed a Master of Applied Science in Electrical and Computer Engineering, with a thesis on 'A Comparative Study of the Particle Filter and the Ensemble Kalman Filter'. Maintained a cumulative GPA of 88.50%.

Jadavpur University

Bachelor of Engineering, Electrical Engineering

Grade: 9.00/10

Activities and societies: Awarded the Barindra Memorial Bronze Medal for securing highest marks in "Electric Power Distribution" and "Power System Performance".

Earned a Bachelor of Engineering in Electrical Engineering, graduating with a cumulative GPA of 9.00/10. Ranked 3rd in a class of 95 students.