Curriculum Vitae
Research Associate at J.P. Morgan Chase & Co.
Summary
Research Associate at J.P. Morgan's Corporate & Investment Bank, specializing in US Interest Rate Derivatives strategy. I bridge quantitative finance and software engineering, developing analytical tools for derivatives trading and modernizing legacy systems.
My background spans building data infrastructure at startups, conducting machine learning research, and implementing high-performance financial systems. I'm particularly interested in the intersection of AI/ML and quantitative finance.
Professional Experience
J.P. Morgan Chase and Co.
Associate - US Interest Rate Derivatives Quant
Corporate & Investment Bank (CIB)
January 2024 - Present
Mumbai, India
- •Collaborating with New York team covering cash, Treasuries, TIPS, short duration, and macro strategy
- •Developed strategies on derivatives including swaps, swaptions, swap spreads, and futures
- •Implemented proprietary Bond Analytics Module for scenario analysis, increasing coverage by 100+ instruments
- •Led modernization of legacy C++ option pricing tools into scalable Python systems
- •Priced options using binomial trees for vanilla and EOM options on futures contracts
AStratInvest
Quantitative Researcher Developer - Founding Member
July 2023 - January 2024
Mumbai, India
- •Designed firm's initial data pipeline for technical analysis, signal generation, and model validation
- •Created ETL processes for real-time data ingestion supporting high-frequency and daily trading
- •Conducted research and backtesting on $6M portfolio, helping achieve 100% CAGR
Wekalp
Software Engineer, CEO's Office
August 2022 - January 2024
Mumbai, India
- •Founding Engineer - built 3 proprietary regex-based modules: Data Quality, Pattern Analysis, Reconciliation
- •Implemented modern backend systems with SQL and AWS (S3), cutting infrastructure costs by ~75%
- •Wrote high-performance Python code, reducing computation time by 70% on large datasets (~10M+ rows)
Education
Birla Institute of Technology and Science (BITS), Pilani
B.E. in Electrical and Electronics Engineering
August 2018 - May 2022
Pilani, Rajasthan, India
Thesis: Applications of AI and IoT in Healthcare - Explored NVIDIA's GPU progress in medical diagnostics, federated learning, and transfer learning for medical imaging.
Skills
💻programming
📊finance
🧠AI/ML
📐mathematics
⚙️systems
🔧tools
Interested in Working Together?
I'm always open to discussing new opportunities, collaborations, or just connecting with people in finance and technology.
📧Get In Touch