Quantitative Strategist building AI-driven systems for global macro markets. I ship fast, think in distributions, and turn messy data into clean signals.
I'm a Quantitative Strategist at a global macro hedge fund, where I design and build AI-powered systems — from agentic LLM frameworks that accelerate market research to simulation engines for position sizing and risk. I use AI as a force multiplier in everything I do, and I love turning messy problems into elegant, automated solutions.
Before this, I was an ML Researcher at Columbia working on multi-objective LLM alignment, an NLP Research Intern at Microsoft Research building adaptive retrieval systems deployed to Bing Search, and a researcher at TIFR developing deep learning methods for rare event simulation. I'm a PhD dropout from Columbia and hold a B.Tech from IIT Delhi.
Outside of work, I climb, run, play tennis, and build Weaverly — a startup helping women find real friendships in their city, because making friends as an adult should be way more fun.