Quant Dev · ML Engineer · Open Source Builder

I make markets safer, systems faster, and models smarter — one commit at a time.

romil = {
    "role"      : "Associate Software Developer @ FinMechanics, Mumbai",
    "domain"    : ["Quantitative Finance", "Market Risk", "AI/ML Systems"],
    "education" : "B.Tech Electrical Engineering · IIT Madras (Minor: Computing)",
    "interests" : ["HFT & Microstructure", "LLM Agents", "High-Performance Systems"],
    "open_to"   : ["Open Source Collabs", "Quant Research", "ML Projects"],
    "fun_fact"  : "Bronze medalist 🥉 in Badminton at Inter-IIT Sports Meet"
}

• 📉 Market Risk @ FinMechanics — VaR engines (Monte Carlo, Historical Sim), Black-Scholes & Vanna-Volga options pricing, Basel-III / FRTB compliance systems
• 🤖 AI Reporting Agent — Agentic workflows using DeepSeek, Gemini & Claude with self-correcting "Reflection" loops for hallucination-free financial reports
• 📊 LOB Alpha Engine — C++20 high-frequency research engine with VPIN-based toxic flow detection, Stoikov Micro-Price alpha & Hazelcast distributed state
• ⚙️ Infrastructure Wins — Cut Reuters API latency by 40%, slashed GC overhead by 60% with off-heap caching, reclaimed 20 weekly man-hours via automation

Languages

ML / AI

Infra & Systems

Quant Concepts

Stochastic Calculus · Black-Scholes · Vanna-Volga · VaR / CVaR · LOB Dynamics · VPIN · Market Microstructure · Monte Carlo · Greeks & Smile Interpolation

I'm actively looking to contribute to and co-build:

• 🔬 Quant / Algo-Trading open source tools (backtesting, order book analytics, risk engines)
• 🧠 LLM / Agentic AI frameworks and research tooling
• ⚡ High-Performance Systems in C++ or Python

How to reach me:

📬 LinkedIn DM — fastest response guaranteed 🐙 Open a GitHub Issue or Discussion on any of my repos — I'll respond!