Aviral Alok

Experience

• 

  EyeROV (IROV TECHNOLOGIES PRIVATE LIMITED)

  May 2020 - Jun 2020

  Machine Learning Intern

  Objective 1: Implement the 3D reconstruction of submerged objects from testing images and videos collected by TUNA 2.0 rover• Analyzed the reconstructions obtained from RNNs and Meshroom Software on parameters of Intersection over Union(IoU) and F-score• Associated a depth value for each pixel by means of triangulation, by making use of Sign-Distanced function• Achieved a final IoU of 0.67 after comparing the results obtained from different output representations of points, voxels and meshesObjective 2: Devise an Image Similarity Index that takes the value 0 for absolute dissimilarity and 1 for absolute similarity• Studied the limitations of conventionally used Structural Similarity Index(SSIM) from Scikit and Mean Squared Error(MSE) method• Devised a better performing index using L2 norm(Euclidean distance) between feature vectors(obtained from ResNet50 model) Show less

• 

  MedTourEasy

  Oct 2020 - Nov 2020

  Data Analytics Intern

  Objective: Predict blood donations; dataset from a mobile blood donation vehicle, structured according to RFMTC Marketing model• Performed Logistic Regression, model selected using TPOT; best pipeline recommended was Multinomial Naive Bayes from scikit-learn • Achieved an initial AUC score of 0.7625 on the testing dataset by applying Multinomial Naive Bayes algorithm using alpha=0.1• Applied log-normalisation to correct for the highest variance column, i.e. Monetary, on training set; enhancing the AUC score to 0.7891 Show less

• 

  HSBC

  Jun 2021 - Jul 2021

  Junior Analyst

  Objective: Identify intraday and long-term seasonality in Basis(Spot-Futures price)of Gold and Silver to propose hedging strategies• Analyzed the basis profile of Gold and Silver from Jan'21-Jun'21 from Chicago Mercantile Exchange(CME)• Forecasted the basis by fixing a 30-day lookback for normalized basis profile sampled at each minute after removing intraday seasonality• Fixed offsetting positions in Spot and Futures markets for every minute with a position cap of (+/-)50 million • Computed results obtained on trading during the day after filtering out timestamps based on variance of basis over the lookback period• Achieved profits on more than 85% days Show less

• 

  HSBC

  Jul 2022 - now

  Fixed Income Quant

  • Senior Associate

    Mar 2024 - now

  • Associate, GFX

    Jul 2022 - Apr 2024