I'm a Computer Science student at King's College London with a passion for software engineering and quantitative finance. My work spans from building trading algorithms and market-making bots to developing full-stack AI applications for enterprise clients.
My recent experiences include internships at Virtu Financial (Quantitative Strategy), Infosys (Software Engineering), and Spring Weeks with Citadel, DRW, Millennium, Blackstone, HSBC, and Rothschild & Co.
I've achieved top placements in competitive programming and trading competitions, including top 1% globally in IMC Prosperity 3 and 12th in the UK for Google Code Jam.
With academic achievements of 11 Grade 9s at GCSE, 3 A*s at A-Level (Maths, Further Maths, Economics), and securing 8 Spring Week offers in a single recruitment cycle, I leverage this experience to create content for students.
On TikTok, Instagram, and LinkedIn, I share insights from my journey to help the next generation navigate their academic and career paths.
Developed a Target Close algorithm with an MIT intern to trade 3M shares daily within a 10% limit of closing auctions. Built Tableau dashboards to visualize historical trends and forecast auction volumes. Presented strategy to the Agency Execution desk and earned recognition for best execution.
Created a full-stack Human-Robot Interaction system with Next.js frontend and FastAPI backend for real-time robot control. Deployed RESTful APIs for robot commands, RAG queries, and database management. Integrated LangChain, Cohere, and Astra DB to power context-aware AI responses.
Developing a multi-agentic AI coach using Retrieval Augmented Generation for an ex-MBB partner, targeting C-Suite executives at Fortune 500 companies.
Building a full-stack analytics platform for live-events clients to track orders and registrations. Implementing automated QR-based check-ins and ticket dispatch workflows. Conducted organizational work for academic conferences in AI, Mathematics, and Neuroscience worldwide.
Comprehensive Spring Week guide to help students navigate the recruitment process.
Featured on the Global Leaderboard. Developed a market-making bot leveraging z-score trend-reversion, ETF arbitrage, and delta-neutral gamma scalping using Black-Scholes and implied volatility curve fitting. Leveraged game theory to maximise expected payoff dilution to maximise PnL.
Captured cross-market arbitrage opportunities. Ineligible for prizes after exploiting a bug where bots retreated after trades, allowing us to capture massive bid-ask spreads. (See team-023)
Algorithmic programming competition.