Welcome to my homepage!

Work

I am interested in applying modern scientific and computational techniques to solve challenging problems with large scale applications, and I am currently exploring a few ideas in this space.

Goldman Sachs: My last employment experience was as a quantitative strategist in the Fixed Income, Currency & Commodities part of Global Markets division at Goldman Sachs. This job involved understanding trade payoffs based on market factors and developing statistical market models and Monte Carlo based pricers for valuation of derivatives and for understanding and hedging financial risk. You can check out my personal notes on theory of derivative pricing here.

Neokits Web: I designed and engineered www.justapplause.com from ground up. JustApplause was a platform where users could announce live events and performances to the community, and support events they believed in and were inspired by. This also created an opportunity for me to learn several programming languages, web frameworks, databases and Linux tools. I have open sourced a small library from the backend code used for sending web push notifications.

My LinkedIn profile has more details.

Education

I did my undergraduate studies in Engineering Physics with minor in Applied Statistics and Informatics at Indian Institute of Technology Bombay. Out of keen interest I took several courses in Computer Science and Mathematics too.

By junior year I realized String Theory was the topic I wanted to focus on. I took a few projects at IIT Bombay and at Tata Institute of Fundamental Research to start on that. These are some of my project reports:

• Geometry in Physics (2012). BTech Seminar. Based on initial chapters of the book ’Geometry, Topology and Physics’ by M. Nakahara.
• Planar Limit Analysis Of Matrix Models (2013). BTech Project I.
• Information in Black Hole Radiation (2014). A write-up for a chalkboard lecture/presentation I gave at TIFR.
• Holographic Entanglement Entropy (2014). BTech Project II, and part of projects at TIFR.

But I realized that to be able to properly work in String Theory, I needed to learn more much Maths than was set in my physics curriculum. So I chose Mathematics Part III with focus on Algebraic Geometry for my graduate studies at University of Cambridge, which turned out to be intense but exhilarating.

I worked on several other project topics too during my undergraduate studies:

• Maximum Likelihood Estimation of Shape parameter of Gamma distribution (2012). An assignment for the Statiscal Inference course.
• Hypothesis Testing for Shape parameter of Gamme distribution (2012). Presentation for the Statistical Inference course.
• Higher Order Associative Memories and their Optical Implementation (2012). Presentation for the Photonics course.

Interests

Programming: I very much like to contribute back to open source community whenever I can and I have published some of my work as libraries on my GitHub page.

Apart from this I also have a few short scripts, to explore some new programming domains, on my GitHub Gist page.

Science: I love Science and read books and articles regularly. I recently did some calculations in fluid dynamics and geometry, and the work was published in Physical Review Fluids. The program we wrote to do the simulations for our research is avaialable on GitHub.

Photography: I had an interest in photography since an early age when my dad gifted me my first camcorder, but that broke a few years ago (not my fault), and my interest lay dormant until when my brother gifted me an awesome new camera. Some of my photographs are available on Flickr.

Manga: My favorite ongoing manga is 'One Piece'. I learnt a little Japanese in my undergrad senior year, but did not get to practise it much apart from the time I was invited to Japan (thank you Japanese government!).

Cooking: At Cambridge, my college cafetaria was a bit far from my residence, so I gathered courage and decided to cook my own food for the first time. It turned out to be pretty good. Pics are on this Google album.

Gaming: I don't play video games as much as I used to but occassionaly I play on PlayStation. Some of my all-time favorite games are 'Kingdom Hearts II', 'Shadow of the Colossus', 'NieR:Automata' and 'Sekiro'.

Piano: I have been learning piano on my own for the last few months and I can now play 'Moonlight Sonata' decently well. My first recording is available on Youtube.

Dance: I recently started taking hip-hop dance classes and they have been quite fun.

Some Amusing Thoughts

The dynamics of space-time is equivalent to the dynamics on the boundary of it (AdS/CFT Correspondence). Like in a hologram, where a 3D graphic is encoded in a 2D layer, the world we live in is governed by happenings on the boundary. Does that mean our fates really are written in the stars?! o.O

Yo!