
Timeline
About me
AI Researcher, Data Scientist-II @ AI Garage, Mastercard | MS (Research) Mathematics, IISc ('22)
Education

St. stephen's college, delhi
2015 - 2018Bachelor of science (h) mathematics 9.3Major in Mathematics and Minor in Physics.Got Sumitomo scholarship throughout the education for excellent academic performance.
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Indian institute of science (iisc)
2018 - 2022Ms research mathematical scienceAs a part of my Master’s thesis; titled “Asymmetric Super-Heston-rough volatility model with Zumbach effect as a scaling limit of quadratic Hawkes processes”, done under @ Professor Srikanth Iyer. I worked on Quadratic Hawkes Process, which is flexible robust models for simulating many of the numerous self-exciting point processes. The aim of the thesis was to add asymmetry in the price movement at micro scale while retaining rough volatility within stable regime as well as to incorporate time… Show more As a part of my Master’s thesis; titled “Asymmetric Super-Heston-rough volatility model with Zumbach effect as a scaling limit of quadratic Hawkes processes”, done under @ Professor Srikanth Iyer. I worked on Quadratic Hawkes Process, which is flexible robust models for simulating many of the numerous self-exciting point processes. The aim of the thesis was to add asymmetry in the price movement at micro scale while retaining rough volatility within stable regime as well as to incorporate time reversal asymmetry with respect to volatility in the model. In my thesis work I was able to successfully incorporate all the aforementioned things by deriving functional central limit theorem for the suitably scaled price process. Show less
Experience

St. stephen's college, delhi
Sept 2016 - Jan 2017Undergraduate research fellowAsa part of Nagpaul fellowship programme, I explored various applications of Finite Fields in Coding Theory, Combinatorics and Cryptography. Where in Coding Theory the aim was to prove the Gilbert-Varshamov bound for linear codes. In CryptographyI looked into applications of finite fields in Advanced Encryption Standard and Elliptic Curve Cryptography. In Combinatorics, I explored the construction of Sudoku squares using finite fields.

National institute of science education and research, bhubhaneshwar
May 2017 - Jun 2017Summer traineeAttended summer training programme. Got the excellent grade for the work done during the training program. Gave a presentation on "Heine-Borel theorem".

St. stephen's college, delhi
Nov 2017 - Mar 2018Undergraduate research fellowAs a part of Nagpaul fellowship programme, I explored Cauchy-sequentially-regular functions and co-finally Cauchyregular functions. It was observed that a uniformly continuous function preserves all those sequences, so thoseaforesaid functions are actually the relatives of uniformly continuous function.

Mastercard
Jun 2021 - Jul 2021Data science internWorked on out of distribution detection.Worked on Neural TPP and incorporated the Hawkes process for modelling temporal point processes.
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Indian institute of science (iisc)
Aug 2021 - May 2022Research fellowAs a part of my Masters by research in Mathematics I worked on thesis titled “Asymmetric Super-Heston-rough volatility model with Zumbach effect as a scaling limit of quadratic Hawkes processes”, done under @ Professor Srikanth Iyer. I worked on Quadratic Hawkes Process, which is flexible robust models for simulating many of the numerous self-exciting point processes. The aim of the thesis was to add asymmetry in the price movement at micro scale while retaining rough volatility within stable regime as well as to incorporate time reversal asymmetry with respect to volatility in the model. In my thesis work I was able to successfully incorporate all the aforementioned things by deriving functional central limit theorem for the suitably scaled price process. Show less

Mastercard ai garage
Jul 2022 - nowData scientist -iiI am currently working as a Data Scientist, more specifically as AI researcher at AI Garage, Mastercard. My research interest includes working with temporal point processes, out of distribution detection, learning with imbalanced data, as well as learning with noisy labels both when single or partial labels are present.

Talentsprint
Feb 2023 - nowDeep learning and business analytics mentorI am currently a mentor for the Post Graduate level Advanced Certification Programme in Deep Learning and Business Analytics which is offered by the Indian Institute of Science (IISc) in collaboration with TalentSprint. Deep Learning course is designed for both practicing and aspiring AI/ML professionals to build expertise in Deep Learning. On the other hand, Business Analytics course is designed for aspiring business analysts who wish to enhance their knowledge of data analysis techniques and decision-making skills. Designed by IISc Faculty, this state-of-the-art curriculum begins by building necessary Probability and Statistics basics, methods, and starts by developing the knowledge of recent advances in data science (ML) and its applications in the business domain. Show less
Licenses & Certifications
- View certificate

Creating multi task models with keras
CourseraAug 2022 - View certificate

Managing machine learning projects
CourseraOct 2023 - View certificate

Introduction to machine learning in production
CourseraOct 2023 - View certificate

Statistical inference
CourseraDec 2022 - View certificate

Fundamentals of scalable data science
CourseraOct 2023 - View certificate

Sequence models
CourseraDec 2022 - View certificate

Sql for data science
CourseraOct 2022
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