I am an IIT Bombay graduate. I have done a major in Computer Science and Engineering (with honors) and a minor in Applied Statistics and Informatics. Currently I am joining Goldman Sachs as a summer analyst. I am interested in the fields of Data Analysis, Financial Technology and Statistics.
Analyzed the relation between the Monte Carlo generated pathwise payoffs and the PRDC risk charges. Modelled the data using big data machine learning techniques such as Adaboosting and Neural Networks. Achieved an overall RMS error within one tenth of the data's standard deviation. Implemented a fully implicit finite difference method to efficiently interpolate and extrapolate a discrete set of option quotes to an arbitrage consistent full continuous surface of local volatility in expiry and strike
Designed REST Framework APIs and a web application for a rule engine to facilitate the users to create their own business rules in a user friendly manner. Developed a user friendly UI for better interaction with the customer for operation on the rules using NodeJS and AngularJS along with HTML. Used MySQL database queries to support the creation, deletion and updation of rules through the UI. Used Mocha Unit Testing to test the correctness of the APIs
Developed the back-end of a mobile app (a public opinion poll aggregator). Worked on Android Studio and integrated the app with the database using PHP and MySQL. Analysed the data collected in a week's duration and displayed the results in a user friendly manner for the user to be able to make several comparisons
GPA: 9.65
GPA: 8.4
GPA: 97.00