Hey! I work as a quantitative research analyst with the systematic quantitative strategies team at Graham Capital Management, L.P. Using a mix of mathematical modeling, signal processing and machine learning, I work on developing diversified portfolio construction and crisis protection.
Before this, I completed my PhD in Applied and Interdisciplinary Mathematics and Scientific Computing at the University of Michigan under the supervision of Professor Victoria Booth, Dr. Justin Eilertsen and Professor Santiago Schnell. My research covered the applications of nonlinear dynamics in chemical kinetics and neuroscience.
The work in my PhD thesis focuses on addressing challenges in analyzing solutions of reduced enzyme kinetic models, particularly in settings where assumptions of traditional analytic methods may fail. A second focus of this thesis is the development of a gradient-based optimization framework for fitting noisy differential equation models for the neuronal regulation of sleep-wake behavior to biological data. Please find my thesis here.
Contact Information:
Ph.D., Applied and Interdisciplinary Mathematics and Scientific Computing, University of Michigan, 2020 - 2025
M.S., Applied and Interdisciplinary Mathematics, University of Michigan, 2020 - 2022
B.Tech., Mathematics and Computing Engineering, Delhi Technological University, 2020
Summer Intern, Clinical Pharmacology and Quantitative Sciences, Genmab, Princeton, NJ - Implemented cutting-edge deep learning techniques for patient driven drug development. June 2024 - August 2024.
Computational Science Summer Intern at Molecular Lab Systems, Roche, Santa Clara, CA - Implemented deep learning models for domain specific problem solving in pharmaceutical research and development. June 2023 - August 2023.
Mathematics Department Graduate Fellowship, University of Michigan, Summer 2025
Usha Sharma Bhalla Graduate Fellowship, University of Michigan, 2023-2024
Certificate of Recognition for service to the University of Michigan SIAM Student Chapter, 2023-2024
Rackham Conference Travel Grant, University of Michigan, May 2023
SIAM Student Travel Award, SIAM DS23, Portland, Oregon, United States, May 2023
MICDE Fellowship, Michigan Institute for Computational Discovery and Engineering, University of Michigan, 2022-2023
Rackham International Student Fellowship, University of Michigan, 2021-2022
MCAIM Award, The Michigan Center for Applied and Interdisciplinary Mathematics, University of Michigan, 2021-2022
Mathematics Department Graduate Fellowship, University of Michigan, Summer 2021
Gold Medal, Department of Mathematics, DTU, 2020 for securing the highest grade point aggregate
Mitacs Globalink Research Scholarship, 2019 for a research internship at the University of British Columbia, Canada