I am a quantitative researcher working on optimal execution.

I recently completed my PhD 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 worked with JPMorganChase's Equities Electronic Trading business in London during my doctorate and, before that, as a full-time quantitative researcher in the same team for three and a half years in Mumbai. 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: konark145[at]gmail.com

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