Saumik Dana

Saumik Dana

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

US Green Card Holder

About

I'm a computational engineer who designs, ships, and operates full-stack ML and LLM-based systems end-to-end. A PhD at the University of Texas at Austin grounded me in feature engineering, optimization, stochastic modeling, and scientific computing — the toolkit I now turn on quantitative finance, LLM pipelines, and multimodal document intelligence.

In practice, that means systematic trading systems running in production — some driven by classical ML and stochastic models, others steered by staged LLM inference — alongside multimodal LLM agents and the serverless cloud scaffolding around them. I'm comfortable owning research, infrastructure, and production code as a single workflow — feature engineering, model selection, calibration, prompt optimization, deployment, evaluation, and the unglamorous infrastructure that keeps any of it from breaking at 3 a.m.

Experience
Quantitative Researcher Feb 2024 – Dec 2025
Asset Management Firm · Stamford, CT

LLM-backed systems. Deployed multi-asset interday options strategies on pre-trained models: an LLM pipeline that mines trading signals against backtested PnL, surfacing entry/exit rules above 1.5 Sharpe, with TabPFN classifiers gauging trade profitability on LoRA-adapted Amazon Chronos embeddings over technical indicators. Also shipped an intraday FX system with LLM-driven directional inference — a staged pipeline that synthesizes news and price action into market themes and a volatility narrative, then conditions a final prompt into per-pair long/short/no-trade signals — and a DSPy workflow comparing GEPA and MIPRO for prompt optimization against historical trade outcomes.

ML-backed systems. Built intraday options strategies on Bayesian anomaly-detection signals, with stochastic-volatility calibration via constrained optimization and FFT options pricing, generating 5–10% weekly returns on peak capital at risk. Deployed a live equity portfolio with genetic-algorithm optimization and regime-adaptive rebalancing: a regressor→optimizer workflow (forward-looking rolling α/β targets → per-ticker predictions → bi-objective NSGA-II → Pareto-optimal weights) paired with HMM regime detection and Jensen–Shannon rebalancing triggers, reaching 5%+ annualized alpha-to-benchmark on a multi-year backtest.

LLM agents & infrastructure. Built a Qwen2.5-VL multimodal PDF Q&A system with contrastive-embedding fine-tuning and Qdrant indexing, fronted by a FastAPI + Next.js + Streamlit stack. Ran it all on a serverless-first AWS stack (Lambda, EventBridge, DynamoDB, S3, CloudFormation) and Modal, with GitHub Actions CI/CD pushing digest-pinned ECR images across multiple bots, DST-aware EventBridge scheduling, Lambda tuned for ML inference with S3-backed HuggingFace/Torch caches, and React/static dashboards over DynamoDB/S3 served via FastAPI behind Lambda Function URLs.

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

I joined during the early integration phase of a surgical navigation platform combining imaging and robotic actuation. My work centered on implementing TCP/UDP communication protocols for robotic arm motion control, supporting end-to-end product packaging and deployment, and helping stage a live demonstration that anchored the company's successful Series A round.

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 used sparse regression for PDE construction and signal generation, paired with a CAGR-maximizing Bayesian TPE optimizer driving a swing-trading system deployed on AWS Lambda.

Technical Skills

ML & Optimization

Model development, feature engineering, and optimization across classical ML, probabilistic models, time-series foundation models, and evolutionary search.

PyTorch scikit-learn TabPFN Chronos PEFT/LoRA HMM SciPy pymoo autograd

Cloud & MLOps

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

Lambda DynamoDB S3 ECR EventBridge API Gateway CloudFormation Docker GitHub CI Modal

Programming

Python-first engineering with scientific computing, data wrangling, and web scraping and feed ingestion for research tooling.

Python pandas NumPy requests BeautifulSoup RSS/XML

APIs & Dashboards

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

FastAPI React/JSX Next.js Streamlit HTML Alpaca OANDA TradeStation yfinance

LLM & RAG

LLM pipelines and prompt optimization for trading inference, plus vector retrieval and multimodal document intelligence.

Groq LangChain Fireworks AI DSPy 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.
Life

Beyond the code

Beer Montage Road Trip Adventures