About
I grew up in Bangalore, India, competitive about most things that had a scoreboard. By the end of high school I cared more about making things than winning them, so I went to the Savannah College of Art and Design for visual effects and studio art.
SCAD taught me how to see: color, compositing, render pipelines, the work people actually look at. I kept sliding toward the engineering underneath. Why is this render slow? How does lighting behave as a system? I transferred to Indiana University for engineering because I wanted that layer, not because I stopped caring about visuals. I am now pursuing a dual degree: a B.S. in Computer Engineering through the Luddy School and a B.S. in Mathematics (Program II) through the College of Arts and Sciences.
The Mathematics degree is on purpose, not for decoration. I wanted the proof-heavy spine — real analysis, probability theory, linear algebra, differential equations, numerical analysis — because that is the actual machinery under quantitative finance, and quantitative finance is where I am headed. The arc points at one thing: a PhD in quantitative finance, working on methods that are measurable, reproducible, and honest about their assumptions.
That goal runs across three research tracks. In Prof. Yuxi Hong's lab I study the linear algebra and systems side of quantum computing, and the place where quantum and classical Monte Carlo meet for derivatives pricing. Independently, I run an HPC project on IU's BigRed200 cluster measuring how the memory hierarchy actually behaves under finance-oriented numerical kernels — what can you claim without lying with a plot? And I am building RegimeFactorZoo, a machine-learning factor-modeling pipeline that asks whether sparse factor selections survive when the market changes volatility regime.
Outside the lab I have shipped messy real-world things. I co-founded Kary & Mark, a small advertising firm that cleared $10K in revenue with data-driven campaigns for local businesses. I have entered hackathons across domains, served on the IU Student Government Equity and Justice Committee, and now lead technology workshops as Head of Technology for the IU Data Science Club. None of that was filler; each had its own way of teaching negotiation, scope, and the gap between intent and delivery.
Through Summer 2026 I am taking Differential Equations, Linear Algebra, and Statistical Inference, while the research tracks run in parallel — quantum foundations with Prof. Hong, the cache study, and the factor-model pipeline.
I do not have one tidy label, but the center of gravity is clear: I build, measure, and try to hand off results that hold up when someone else reads them. Long term, I want to carry that into a PhD in quantitative finance, where numerical rigor, modeling depth, and systems thinking all have to coexist.
Experience
Prof. Yuxi Hong Lab, IU Bloomington
Undergraduate Research Assistant | Apr 2026 - present
Quantum computing foundations for HPC and finance applications. Studying the linear algebra behind single- and multi-qubit gates, tensor products, entanglement, and the measurement postulate; co-authoring a structured technical reference; and tracing where quantum and classical Monte Carlo meet for derivatives pricing. Weekly meetings and written progress reports.
IU Data Science Club
Head of Technology | 2026 - present
Designing and leading biweekly hands-on workshops on data engineering, machine learning, and statistical analysis. Most of the job is turning a vague "can you teach us X" into a runnable notebook people leave with.
Form8 Life Sciences Pvt. Ltd
Founder and Principal | Sep 2025 - present
Nutraceutical venture focused on India's supplements market. Strategy, suppliers, FSSAI compliance readiness, labeling, go-to-market prep. Five-SKU line designed.
Perplexity AI
Brand Ambassador | Aug 2025 - Feb 2026
Campus outreach on responsible AI use. Resume lists 45+ qualified leads from talks and events.
Indiana University Student Government
Congress Representative, Kelley School, Equity and Justice Committee | Oct 2024 - Oct 2025
Policy discussions and advocacy for academic services funding.
Kary & Mark
Co-Founder and Chief Marketing Officer | Dec 2022 - Dec 2024
Digital marketing venture past $10K revenue; multi-channel work for local businesses in Savannah, GA. Client work, analytics, and the usual founder overhead.
Kaura Infra Pvt. Ltd
Business Development Intern | Jul 2023 - Jul 2024
Outbound and analysis that lined up with about a 1.6x revenue increase on the resume (your mileage as a causal story may vary; the work was real).
Skills
Programming: Python (NumPy, Pandas, SciPy, statsmodels, scikit-learn, XGBoost, PyMC, Matplotlib), C/C++, R, Java, SQL, CUDA, LaTeX
Quantitative / ML: factor models, regularized regression, time-series cross-validation, Bayesian inference, Monte Carlo simulation, GARCH; LLM prompting, RAG pipelines (LangGraph, Qdrant)
Research / HPC: BigRed200, Slurm, PAPI hardware counters, OpenMP, cache analysis, evidence-pipeline design
Quantum: Qiskit (introductory), Dirac notation, single- and multi-qubit gate algebra, tensor-product formalism, measurement
Spoken languages: English, Hindi, Telugu (native), Kannada, Japanese (limited)
Certifications
- IBM Generative AI Engineering Professional Certificate (Coursera, 2026)
- C++ Programming for Financial Engineering (Datasim / Daniel Duffy, 2025)
- Fundamentals of Quantitative Modeling (University of Pennsylvania, Coursera, 2025)
- Financial Markets (Yale University, Coursera, 2025)
- Machine Learning with Python (IBM, 2026)
- Data Analysis with Python (IBM, 2025)
- Building Generative AI-Powered Applications with Python (IBM, 2025)
- Developing AI Applications with Python and Flask (IBM, 2025)
- Trained Mentor Certification (Mentor Collective, 2025)
What comes next
Finish both degrees by May 2028. Push the cache work and the factor-model pipeline toward something publication-shaped. Ship RegimeFactorZoo to a clean public v1.0 with a one-page memo. Keep building the quantum foundation in the Hong Lab until the HPC and quantum sides of Monte Carlo actually talk to each other. And assemble a graduate-school-ready research arc toward a PhD in quantitative finance.