Summary
Experience
Quantitative Researcher
Asset Management Firm – Stamford, CT
Built end-to-end systematic trading infrastructure on AWS with serverless architecture (Lambda, EventBridge, S3, DynamoDB). Deployed automated intraday and weekly options strategies using foundation models, spike detection, and regime-adaptive rebalancing.
- Developed ML pipelines with Chronos embeddings, SHAP feature selection, and Bayesian optimization (TPE)
- Built RAG-enhanced LLM signal generators from FOMC statements using LangChain and FinBERT sentiment
- Implemented Hidden Markov Models, genetic algorithms, and multi-objective optimization (NSGA-II) for portfolio construction
- Optimized data processing with vectorization and Numba JIT, achieving 100-1000x speedups
- Created real-time React dashboard for volatility surface monitoring with DynamoDB backend
Computational Engineer
VISIE Inc. – Austin, TX
Contributed to robotic surgical navigation platform. Implemented TCP/UDP protocols for robotic arm control and Azure deployment pipelines. Supported successful Series A demonstration.
Computational Lead
Sophelio – Austin, TX
Adapted physics-informed modeling from fusion experiments to financial time series. Built production MLOps pipeline with sparse regression for PDE discovery, Bayesian optimization for signal thresholds, and automated execution.
Technical Skills
ML Tools
- PyTorch, Scikit-learn, XGBoost
- HuggingFace, SHAP, Optuna
- Kneed, Pymoo, d3rlpy, EconML
LLMs & NLP
- LLM-based inference, RAG
- LangChain, structured prompting
- LLM evaluation pipelines
Cloud & MLOps
- AWS Lambda, S3, DynamoDB
- EventBridge, CloudFormation
- Docker, GitHub Actions
Programming & Data
- Python (Pandas, NumPy, SciPy)
- JAX, Numba, React
- Git, Linux/Bash
Specialized ML
- Bayesian optimization
- Hidden Markov Models
- Anomaly detection, RL
Optimization & Algorithms
- Quadratic programming (CVXPY, SLSQP)
- Genetic algorithms
- Pareto fronts, NSGA-II
Education
Doctor of Philosophy in Engineering Mechanics
University of Texas at Austin, Austin, TX
Master of Engineering in Mechanical Engineering
Indian Institute of Science, Bangalore, India
Bachelor of Engineering in Mechanical Engineering
University of Mumbai, Mumbai, India
Selected Publications
- Dana, S., Ganis, B., and Wheeler, M.F. (2018). A multiscale fixed stress split iterative scheme for coupled flow and poromechanics in deep subsurface reservoirs. Journal of Computational Physics, 352, 1-22.
- Dana, S., Zhao, X., and Jha, B. (2022). A two-grid simulation framework for fast monitoring of fault stability and ground deformation in multiphase geomechanics. Journal of Computational Physics, 466, 111405.
Beyond the Numbers
