Quantitative Researcher (on Garden Leave), Citadel LLC
Ex-Facebook, Ex-Uber, PhD from CSAIL, MIT
about
As a Quantitative Researcher at Citadel, I leveraged Machine Learning for financial data-modeling and prediction. Before, Citadel, I worked as a Machine Learning Research Scientist in the Ads Ranking team at Facebook on developing large scale machine learning technologies behind Facebook’s advertising marketplace. Before that, I was at Uber AI Labs as a Research Scientist where I worked on applications of various AI techniques along with the Pyro programming language across multiple marketplace product teams.
I graduated with a PhD from Prof. Armando Solar-Lezama’sComputer-Aided Programming group at MIT Computer Science and Artificial Intelligence Lab (CSAIL) in 2017. My previous work has involved applications of Machine Learning, Quantitative Game Theory and Program Synthesis in multiple domains from the fields of Compilers and Databases. I have worked as an intern at Google where I used Google Brain’s deep-learning framework for an application with the YouTube Ads team and as a PM intern at Yelp where I worked on a Machine Learning application on Ad CTR prediction.
research
I’m interested in applications of Machine Learning to Financial domains. For more information on my past works, see: