AI/ML Engineer · Quantitative Researcher

Models That
Price The Future.

I build quantitative finance systems and machine learning models — from derivatives pricing engines to regime-switching trading signals. Pursuing an MSc in Financial Mathematics. Aspiring CFA.

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Where Math Meets Markets.

I've completed my B.Tech in Computer Science specialising in AI & ML, with a focus on quantitative finance — derivatives pricing, risk management, and ML-driven trading systems. My work spans Black-Scholes, Monte Carlo, GARCH, LSTM, Hidden Markov Models, and Black-Litterman portfolio optimisation. I'm pursuing an MSc in Financial Mathematics and am an aspiring CFA.

20
Completed Projects
5
Domains Covered
4
Flagship Builds
16
Certifications
Toolkit

Built With Precision.

Languages
Python, C++, Java, JavaScript, R
Machine Learning
TensorFlow, Keras, Scikit-learn, LSTM, HMM, XGBoost
Quant Finance
Black-Scholes, Monte Carlo, GARCH, Black-Litterman, QuantLib
Data & Backend
Pandas, NumPy, SciPy, Statsmodels, FastAPI, PostgreSQL
Visualization
Plotly, Dash, Matplotlib, React
Target Programme
CFA
Live Visualization

Volatility Surface, Live.

An interactive 3D implied volatility surface, simulating live market data — drag to rotate.

ATM IV: --%
Spot: --
Skew: --
Selected Work

Five Domains.

From options pricing to macro forecasting — every project below is built, tested, and ready to explore.

Let's Build
Something Quantitative.

Open to roles and collaborations in quantitative research, AI/ML engineering, and financial modelling.

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