Saumik Dana

Saumik Dana

Computational Engineer · Full-Stack ML/LLM Systems · PhD

US Green Card Holder

About

I'm a computational engineer building and deploying full-stack ML and LLM-based systems. I hold a PhD from the University of Texas at Austin, where I developed a strong foundation in numerical methods, stochastic modeling, and scientific computing. My work spans feature engineering, multi-objective optimization, regime detection, stochastic modeling, RAG, and multimodal document intelligence.

I've shipped production trading systems, LLM-backed research agents, market intelligence tools, and cloud-native analytics applications. I care about the full lifecycle from data pipelines and model development through deployment, evaluation, and monitoring.

Experience
Software Developer Feb 2024 – Dec 2025
Asset Management Firm · Stamford, CT

I built production ML systems and trading infrastructure for quantitative strategies. That included volatility arbitrage intraday options trading on AWS Lambda, Chronos embeddings with LoRA tuning and AutoGluon-backed interday options trading on Modal, and NSGA-II-backed sector ETF portfolio construction with regime-adaptive rebalancing on AWS Lambda.

ML
Trading Systems
NLP
Analytics Apps
AWS
Serverless Deployment

I also engineered supporting production workflows around these systems, using GitHub CI orchestration, Docker containerization, EventBridge scheduling, and React dashboards for monitoring and operations.

On the LLM side, I engineered a Groq-powered FX and macro RSS feed-driven intraday FX trading agent on AWS Lambda, built a Groq plus FAISS RAG agent for swing trading commodity- and rate-sensitive stocks on Modal, and deployed a curated-news-backed LLM-triggered rebalance workflow for a quantum computing and AI thematic index.

I also built a trading signal discovery workflow by engineering fast Pandas processing over large historical options chain datasets and designing a natural-language signal-mining workflow over backtest data. For market intelligence research, I engineered a PDF Q&A system using Groq vision model embeddings to unify text and image content, with domain-aware CLIP tuning, dense retrieval, and a two-pass LLM planning and evaluation workflow.

Computational Engineer Aug 2023 – Nov 2023
VISIE Inc. · Austin, TX

I joined during the early integration phase of a robotic surgical navigation platform combining imaging and robotic actuation. My work focused on implementing TCP/UDP communication protocols for robotic arm motion control, contributing to end-to-end packaging with Poetry, and supporting deployment through Azure tooling. The team delivered a successful live system demonstration used in Series A fundraising.

Computational Lead Aug 2022 – Mar 2023
Sophelio · Austin, TX

I adapted physics-informed modeling originally developed for fusion experiment data to financial time series. The resulting production pipeline combined sparse regression for PDE construction, signal generation, and automated execution. I also implemented a CAGR-maximizing Bayesian TPE optimizer for swing-trading thresholds and deployed the system on AWS Lambda.

Technical Skills

ML & Optimization

Model development, feature engineering, and optimization across classical ML, probabilistic models, and evolutionary search.

Scikit-learn AutoGluon Tree Models HMM SHAP Optuna Pymoo TA-Lib PEFT SLSQP

Cloud & MLOps

Serverless-first production systems with CI/CD, infrastructure-as-code, containers, and model deployment workflows.

Lambda DynamoDB EventBridge CloudFormation Docker GitHub CI HuggingFace Modal

Programming

Python-first engineering with scientific computing, fast data processing, and frontend work for internal analytics tools.

Python Pandas NumPy SciPy PyTorch React HTML Linux/Bash

APIs & Web

Production APIs and app backends connecting market data, broker integrations, feeds, and interactive analytics interfaces.

Alpaca OANDA yfinance FastAPI RSS Feeds XML Feeds Streamlit Groq Benzinga

NLP & LLMs

RAG systems and LLM tooling with observability, vector retrieval, and evaluation for production use.

LangChain LangSmith OpenAIGuard Presidio FAISS ChromaDB Qdrant
Education
Doctor of Philosophy in Engineering Mechanics
University of Texas at Austin
Austin, TX. Advanced training in numerical simulation, scientific computing, and mathematical modeling that continues to inform my work in ML and quantitative systems.
Master of Engineering in Mechanical Engineering
Indian Institute of Science
Bangalore, India.
Bachelor of Engineering in Mechanical Engineering
University of Mumbai
Mumbai, India.
Life

Beyond the code

Beer Montage Road Trip Adventures