Leading a student organization dedicated to financial education and quantitative analysis.

• Specialized in DCF Valuation and financial modeling.
• Managing club operations and strategic networking within the financial sector.

Focused on the rigorous mathematical foundations of derivative pricing and stochastic calculus.

• Risk-Neutral Valuation: Mastering Change of Measure through the Radon-Nikodym derivative and Girsanov Theorem.
• Continuous-Time Modeling: Advanced application of the Black-Scholes-Merton PDE for European options.
• Discrete-Time Engines: Engineering multi-step Binomial Trees (CRR Model) to analyze convergence toward Geometric Brownian Motion.
• Quantitative Risk: Evaluating portfolio risk through “The Greeks” (Delta, Gamma, Vega, Theta, and Rho).

Focused on the efficient processing and performance analysis of Deep Neural Networks (DNNs).

• Conducted hands-on experimentation with Tensor Processing Units (TPUs) for model optimization.

Developed and maintained custom scripts and server-side systems.

• Managed SQL databases and optimized server performance for a large user base.
• Implemented security measures and resolved complex technical issues through community collaboration.