My passion for mathematics and problem-solving has guided me towards finance, where I find its practical applications especially compelling. I seek to build my career as a quantitative researcher/trader in a fast-paced environment, being directly involved with revenue and PnL generation. I bring valuable experience from both the sell-side and buy-side, complemented by my strong mathematical and programming abilities.
After graduating from the Indian Institute of Technology (IIT) Kharagpur in 2021, I began my career at Goldman Sachs as a Quantitative Strat on the Synthetic Products Group Inventory Management desk. At GS, I collaborated closely with traders to optimize margin requirements and funding costs, and built automated tools for margin impact analysis and trade bookings.
After two enriching years at Goldman, I transitioned to the buy-side, joining Millennium as a Portfolio Researcher within the Enterprise Risk Modeling team. At Millennium, I gained a deeper understanding of how a multi-billion-dollar hedge fund manages risk at scale. I worked on developing centralized risk models and analytics for the Office of the CIO, building frameworks around Value at Risk (VaR), stress testing, and volatility modeling to create a unified, risk-weighted capital framework and for evaluating portfolio manager performance.
