I am a PhD Student at University College London working in the Financial Computing and Analytics group under the supervision of Prof. Philip Treleaven and Dr. Nick Firoozye.
My research focus is on Stochastic Systems Modelling and Control. Specifically I am interested in simulations methods involving point processes, stochastic control, reinforcement learning and non-Markovian methods.
I am closely associated with Quantitative Research in JPMorganChase's Electronic Trading business as a PhD student. I previously worked within JPM QR in Mumbai for three and a half years. Prior to that, I did my undergraduate studies in Electronics and Electrical Engineering (with a minor in Mathematics) from IIT Guwahati.
Apart from this, I enjoy reading high fantasy books, travelling, swimming and hiking.
Contact: konark.jain.23[at]ucl.ac.uk