United States
Aspiring quant with an interest in solving financial problems using mathematics and programming.
Asset Management Division
Developed a HF stat-arb strategy using Kalman filter based Pairs Trading technique for cointegrated cryptocurrency pairs.
Graduate Teaching Assistant - Quantitative methods in Finance
Worked under the Fixed Income division. My role was to closely work with the traders to design, implement and maintain software solutions that support trading strategies, risk management models and other quantitative analysis tasks.
During my role as an Associate Software Developer at Optum, I had the opportunity to work on numerous technologies such as Springboot, Node.js and React with a dedicated team of 10 members. I developed and maintained an application to filter incoming insurance claims based on specified constraints, built using Java MVC, QueryDSL, Drools, React and MySQL. I also had the opportunity to lead a team of 6 members on a Machine Learning initiative aimed to increase efficiency of detecting fraudulent claims. We achieved a final accuracy score of 85%. Programmed and built core application called ‘Prospective’ (built on Java, JSF and Oracle Database), progressively saving high level of efforts, time, and money. During my tenure, I implemented more than 10 API microservices in Node.js and Spring Boot.