Optiver Quantitative Trader Intern Chicago, IL

• Manually click trading single stock options in simulation for 4 weeks to build intuition around pricing, liquidity, and execution dynamics
• Building models, researching and testing hypotheses, and generating alpha for systematic strategies focused on single stock options
• Modeling volatility and building vol surfaces as part of proprietary options market making strategies for use by discretionary traders

Iron Pillar Fund Private Equity Intern Dubai, UAE

• Sourced 30+ investment opportunities for $500MM growth tech fund, developing operating models to target 25-30% IRR benchmarks
• Developed projections incorporating SaaS metrics (ARR, churn, LTV/CAC) for evaluating growth synergies in late stage ventures
• Designed go-to-market strategy for PortCos targeting US-India corridor and diaspora markets to achieve growth and scaling targets

The World Bank Machine Learning Researcher Los Angeles, CA

• Engineered spatial alignment model in TensorFlow using linear regressions to reconcile district boundary inconsistencies in census data
• Architected pipelines using pandas to process and standardize 300K+ records to normalize data for modeling and statistical inference
• Deployed a PostgreSQL schema to improve accuracy 30% (MSE) through integrating additional datasets to double data volume

RBC Capital Markets Markets Apprentice New York City, NY

• Built long/short equity strategy on NVDA/TSLA on political sentiment and fundamental valuation, yielded 2% uncorrelated alpha.
• Ranked #1/40 in a time-intensive operating-model competition, building financial simulations and diagnosing errors in model templates.