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

I built production ML systems and trading infrastructure for quantitative strategies — 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, all wired together with GitHub CI, Docker, EventBridge scheduling, React dashboards, and DynamoDB.

ML
Trading Systems
LLM
Production Agents
AWS
Serverless Deployment

On the LLM side, I engineered a Groq-powered FX and macro RSS feed-driven intraday trading agent on AWS Lambda, built a FAISS RAG-powered Groq agent for swing trading of commodity stocks on Modal, and deployed a news-backed LLM-triggered rebalance workflow for a Quantum Computing and AI thematic index. I also designed a query-based trade signal mining app over backtested options data using an LLM-guided workflow, and engineered a Groq vision model and two-pass LLM-enabled PDF Q&A app for market research.

Alongside these systems I experimented with single-pass vs. multi-pass LLM prompt architectures, retrieval configurations and embedding model choice for the RAG pipeline, Pareto front selection rules for bi-objective optimization, solver benchmarking for stochastic volatility model calibration, and A/B tests comparing SHAP vs. native feature importance and LoRA fine-tuning vs. frozen Chronos embeddings.

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.

PyTorch 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 TypeScript React Next.js 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.
Life

Beyond the code

Beer Montage Road Trip Adventures