M.S. Financial Engineering · New York University · Seeking Full-Time Quant Roles, 2027
Building at the intersection of stochastic modeling, statistical learning, and systematic trading—with a focus on regime-based allocation, point-in-time fundamental data integrity, and signal research that survives walk-forward validation.
I’m a Financial Engineering master’s student at New York University (Tandon), with a Computer Science (AI/ML) undergraduate degree from SRM University on a full scholarship. I work across quantitative research and the systems that support it.
My projects cluster around a few themes: options and volatility (model-free risk-neutral moments and a full-stack vol platform), regime detection and capital-preservation risk overlays, point-in-time fundamental data engineering with zero lookahead bias, and time-series econometrics of market structure. Several run as live paper-trading systems, with the no-lookahead discipline enforced in code rather than by convention.
I care about statistical honesty: I would rather report that an effect decays to noise than dress it up. I’m currently contributing to Prof. David Shimko’s valuation textbook and TA-ing his graduate course, and I’m targeting full-time quantitative research roles for 2027.
Contributing to Valuation Principles (Wiley, forthcoming), Prof. Shimko's graduate valuation textbook: editing and developing chapter content, drafting worked additions, and building the authoring and publishing toolchain. Appointed Teaching Assistant for FRE-GY 6103 (Fall 2026), the graduate course built on the textbook.
Earlier roles (framework-development internship, student-council leadership) are on the Background page.
Full certifications, coursework, and resume are on the Credentials page.
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