I sit at the intersection of AI research and financial markets, which is where I believe the next decade of alpha gets built.
Currently pursuing an MSc in Financial Analytics at Queen's University Belfast, deepening expertise in quantitative finance, econometrics, FX risk modelling, and financial time-series analysis, building directly on a research foundation in large language models and AI systems.
Research background: ICLR 2025 author (MMTEB: Massive Multilingual Text Embedding Benchmark, presented in Singapore); NAACL 2025 SPOTLIGHT paper on LLM adversarial robustness; research stints at TCS Research (Mumbai), UIUC Kang Lab (Prof. Daniel Kang), and BITS Pilani Pre-Doctoral Fellowship.
Google Scholar: 200+ citations, h-index: 3
At TCS Research, I built multimodal Vision-Language Models for commodity price-state forecasting, a direct application of AI to supply chain finance. At UIUC, I worked on LLM security, which maps cleanly to fraud detection and adversarial risk in financial AI systems. Now I'm translating that into the language of markets: OLS/GLS regression for FX exposure estimation , RBI monetary policy analysis, and rupee volatility modelling.
What I'm looking for: Quant research, financial data science, AI-in-finance, or FinTech roles where deep ML knowledge and financial rigour both matter.
