// what I build

I turn mandates into systems that trade.

Quant strategist & fintech engineer — custom indices and derivative-linked products at Morgan Stanley, and the ultra-low-latency market infrastructure that clears India's banks.

$0MAUM across 12 custom indices
0live indices re-architected
<5msFX options match latency
$0Bcollateral pool engineered
$0Bcounterparty exposure mitigated
1M+trades cleared / day

// the record · click to expand

AUG 2025 — PRESENT Morgan Stanley Institutional Equities · QIS Senior Associate, Strat

Designing rules-based investment strategies with trading, structuring & sales desks across New York, London and Paris — then engineering the systems that run them live.

  • 12 custom indices across equities, derivatives, commodities & multi-asset baskets — ~$111M AUM.
  • Volatility-targeted indices that insulate institutional portfolios from market shocks; abstract mandates → deterministic, production-grade NAV pipelines.
  • Derivative-linked structured products — risk reversals, collars, overlays — growing MS's structured-products franchise.
  • Hand-picked to re-architect the legacy template behind 900+ live indices into a modular widget library: >70% faster new-index builds, 85% faster issue resolution.
  • Team's informal AI consultant — local agents, prompt libraries & automations for a 10-person quant desk; interviewed VP-tier candidates.
JavaIndex ConstructionDerivativesReal-time NAV
MAY 2022 — JUL 2025 Finmechanics Capital-markets fintech · for CCIL Consultant → Associate Consultant → Intern

PPO + accelerated promotion to Consultant in 18 months. Co-led C-suite scoping with the CEO and CCIL leadership; shipped two systemically vital national platforms (~$3.6M topline).

CCIL FX Options Trading Platform ▲ <5ms · $2.4M

India's first centralized interbank FX options exchange — migrated a high-friction bilateral OTC market (~$100M/day) into a liquid, exchange-like venue across 150+ banks.

  • Deterministic, volatility-based matching engine at sub-5ms latency.
  • LMAX Disruptor + Adaptive Radix Trees; Kafka listeners + Hazelcast grid for real-time multi-trader quotes.
  • One-to-many RFQ algorithm built with CCIL's EVP; certificate-auth Apache/Nginx.

FmConverge — Collateral Management ▲ $140B · $1.2M

Industry-first Custodian Module for the RBI's systemic-risk reform — made CCIL the central counterparty for derivative margin across 50–150+ banks.

  • Replaced uncollateralized bilateral settlement for 1M+ trades/day; neutralized ~$22B of counterparty exposure.
  • Core allocation algorithms over a ~$140B pool; fair margin across ~200 counterparties/bank.
  • Maker-Checker + 4-eye controls; automated post-trade ops (+~18% efficiency).

Summer Internship — SIMM & ISDA ▲ certified

Built Excel/VBA SIMM validation tools; fixed core margin-calc bugs to secure the firm's ISDA certification; removed hardcoded risk data with dynamic vectoring.

LMAXRadix TreesKafkaHazelcastExtJSJava

// side quests

RL.01↗ github

Supply-Chain RL Optimizer

Led a 7-person team building a model-free Q-learning agent to kill the bullwhip effect across a multi-echelon supply chain. Presented to ~10,000 at the CFI tech fair.

PythonQ-LearningOps Research
CV.02↗ github

AR Sudoku Solver

End-to-end CV app: OpenCV + a TensorFlow CNN read a puzzle from a live webcam, a backtracking solver cracks it, and the answer is overlaid back in real time.

OpenCVTensorFlowOCR

Off the clock, I'm someone else entirely → see the other half