I work at the intersection of quantitative finance and software engineering — designing machine learning models, low-latency applications, and analytics platforms for fixed income, options, and derivatives at London Stock Exchange Group.
Before LSEG I was a Trading Analyst at Group One in New York, working directly with market makers, and did insurance pricing and risk management at Venerable. I studied at Drexel University in Philadelphia — M.S. in Machine Learning Engineering, B.S. in Computer Engineering, minor in Mathematics & Finance — and published two IEEE papers on deep learning for drone detection along the way. Before all that: born in Mumbai, raised in Gujarat and on the Saudi coast, and shaped by a military academy in Indiana.
Outside the desk: Formula 1 strategy, football, Bollywood soundtracks, and a passport that keeps filling up. This site is my universe — the story, the tools, and the experiments, all in one place.
From cricket scores as a first time-series to pricing derivatives in production. The long version lives on its own page.
M.S. Machine Learning Engineering · B.S. Computer Engineering
Minor in Mathematics & Finance · GPA 3.8 · Philadelphia, PA
Self-assessed, honestly. Five bars means I would bet on it in production.
Before markets, it was aerial perception: teaching neural networks to find very small drones very far away.
Eight gravitational centers. Counts come from the curiosity index — 13,655 videos of watch history, parsed and classified.
Tools that started as “what if I just built it” weekends. The roadmap lives in the lab.
How the rate environment is shaping equity vol surfaces and where I see asymmetry in positioning.
Read note →Reading skew, term structure, and implied vs. realized vol to understand what derivatives expect.
Read note →Separating durable ML infrastructure from narrative-driven multiples.
Read note →