Work

Case studies

Each case study follows the same structure: the problem, how it was formulated, the method, and what the results do and do not show. Professional work is described at the level of methodology only.

BlackRockPortfolio construction
Current role
Index ETF portfolio management
Current work in index equity portfolio construction: benchmark tracking, fund constraints, and order generation for ETF portfolios.
Constraint-based portfolio logic · Benchmark-tracking analysis · Basket construction · Order generationPython · Aladdin
US → MunichETF onboarding led, extending the order-generation workflow
Aladdin portfolio-management workflows
Case study
Fidelity InvestmentsPortfolio construction
Tax-aware multi-account asset location
Optimizing asset placement across taxable, tax-deferred, and tax-exempt accounts under household-level allocation constraints.
Convex optimization · Stochastic simulation · Monte CarloPython · Gurobi · CVXOPT
12 bps/yrannualized reduction in tax leakage
30-year Monte Carlo validation horizon
Case study
Fidelity InvestmentsQuantitative modeling
Pre-Medicare healthcare cost simulation
Monte Carlo model of pre-Medicare healthcare costs, where right-skewed outcomes make point estimates misleading.
Monte Carlo simulation · Scenario design · Distribution modelingPython · NumPy · Snowflake
32%reduction in expected policy costs
10,000 simulated scenarios
Case study
Fidelity InvestmentsMachine learning
Constrained synthetic financial data
Synthetic tabular financial data that preserves source statistics and satisfies deterministic constraints.
Conditional generative model · Post-hoc constraint enforcement · Statistical validationPython · PyTorch
95.16%statistical fidelity
3× generation throughput
Case study
IIT MadrasOptimization
Schedule-aware railway routing
Find routes through a railway network that respect actual train timetables, a temporal variant of the Traveling Salesman Problem where the cost of an edge depends on when you arrive.
Time-expanded graphs · Dynamic programming · Pruning heuristicsPython · C++
Max. gradethesis evaluation
Case study

Further work

Fidelity Investments
Data Scientist, Research & Data
Automated constraint discovery
Detect the deterministic rules that hold between columns of large financial tables automatically, replacing manual constraint labeling.
- Deterministic constraint detection
- Rule discovery at scale
- Python
less manual labeling time
94%less manual labeling time
records processed
1.2M+records processed
Fidelity Investments
Data Scientist, Research & Data
ESG rating divergence
Quantify ESG rating divergence across mutual funds and ETFs with non-parametric tests, and report what it implies for risk/return profiles.
- Kolmogorov–Smirnov tests
- t-tests
- Bootstrap
- Python
Cyient International Hackathon
Algorithm lead · 2nd place
EV charging infrastructure LP
Minimize the cost of public fast and slow EV chargers that meet city-level demand, using demand matrices for Delhi, Bangalore and Chennai.
- Linear programming
- Scenario analysis
- Python
- Gurobi
Press release (opens in a new tab)

Case studies

Index ETF portfolio management

Tax-aware multi-account asset location

Pre-Medicare healthcare cost simulation

Constrained synthetic financial data

Schedule-aware railway routing

Further work

Automated constraint discovery

ESG rating divergence

EV charging infrastructure LP