Work Experience:

October 2009 - September 2014: Vice President, Investment Management Division, Goldman Sachs & Co., New York, NY.
  • Worked as a quantitative desk strategist in the Alternative Investments and Manager Selection (AIMS) group within the Investment Management Division:
  • Responsibilities include:
    • Design and development of robust quantitative tools for risk-management and portfolio construction.
    • Conducting research and publishing articles on the hedge fund industry, including analyses of returns over time, sources of alpha, performance persistence, etc.
    • Building quantitative models to systematically implement investment strategies.
July 2008 - September 2009: Research Engineer, Google Inc., New York, NY.
  • Developed and designed a new pricing guidance algorithm (US Patent 8645190) for alternative Ad markets that improves market efficiency and leads to a ~30% more accurate prediction of the closing price of an Ad post negotiation between the buyer and the seller.
  • Designed an elaborate webpage classification framework for confidential internal search quality projects.
June 2003 - August 2004: Developer, Trilogy e-Business Software India Pvt Ltd., Bangalore, India.
  • Worked on the development of an innovating high business value ($30 million) pricing optimization application for a Fortune 500 client. Awarded a bi-annual Trilogy award in recognition.
  • Part of a 5 member team that designed and implemented a personalized search engine over a 3 month period.
Summer Internships:
  • Summer 2007: Research Intern, Google Inc. New York.
    Developed theoretical methods for understanding the quality of several transductive regression algorithms.
  • Summer 2006: Research Intern, Google Inc. New York.
    Designed, implemented and analyzed the performance of magnitude preserving ranking algorithms.
  • Summer 2005: Research Intern, Google Inc. New York.
    Designed and implemented machine learning based algorithms for improved quality estimation.
  • Summer 2002: Research Intern, Institute Eurecom, Sophia Antipolis, France.
    Worked on the design and implementation of a routing protocol with Quality of Service support.
  • Summer 2001: Research Intern, Max Planck Institute for Informatik, Saarbruecken, Germany.
    Compared existing disc-scheduling algorithms in terms of latency and time complexity. Proposed a new disc-scheduling algorithm that out-performed existing algorithms.

Education:
September 2004 - May 2008:
Ph.D. in Computer Science. GPA 4.0 / 4.0.
Title: Theory and Algorithms for Modern Problems in Machine Learning and an Analysis of Markets. Abstract, Thesis.
Advisors: Professor Richard Cole and Professor Mehryar Mohri.
Courant Institute of Mathematical Sciences, New York University.

August 1998 - May 2003:
M.Tech. in Computer Science & Engineering, IIT Delhi.
B.Tech. in Computer Science & Engineering, IIT Delhi.

Awards:
  • Awarded the Henning Biermann Award for outstanding contributions to education or service to the department of Computer Science, Courant Institute of Mathematical Sciences, New York University in 2007.
  • Co-awarded the Harold Grad prize for "demonstrating outstanding performance and promise as a graduate student" in 2007.
  • Recipient of the MacCracken fellowship for graduate studies from New York University (08/2004-present).
  • Awarded first prize in Algorhythm - an inter college programming contest held at IIT Delhi in 2003.
  • Represented IIT Delhi at the ACM ICPC regional programming contest held at IIT Kanpur in 2001.
  • Organized Blitzkrieg, the annual rock show at the IIT Delhi cultural festival (Rendezvous) in 2000. Was declared the “Best Activity Head” by the Board for Recreational and Cultural activities for the event.
  • Actively involved with the English Debating and Literary Club at IIT Delhi. Awarded a trophy for “outstanding contribution to the Board of Student Publications” by IIT in 2003.
Hobbies: Chess, Ping Pong, Squash.

Conference and Journal Publications:
  1. Pricing Guidance in Ad Sales Negotiations: The Print Ads Example (with Adam Juda and Muthu Muthukrishnan), in The Third Annual International Workshop on Data Mining and Audience Intelligence for Advertising, Paris, 2009.

  2. General Algorithms for Testing the Ambiguity of Finite Automata (with Cyril Allauzen and Mehryar Mohri). To appear in Proceedings of Twelfth International Conference Developments in Language Theory (DLT 2008). Volume to appear in Lecture Notes in Computer Science, Kyoto, Japan, September 2008. Springer, Heidelberg, Germany.

  3. Stable Transductive Regression Algorithms (with Corinna Cortes, Mehryar Mohri and Dmitry Pechyony). In International Conference on Machine Learning (ICML 2008), Helsinki, Finland, July 2008.

  4. Magnitude-Preserving Ranking Algorithms (with Corinna Cortes and Mehryar Mohri). To appear in the International Conference on Machine Learning (ICML 2007). Oregon State University, Corvallis, OR, June, 2007.

  5. An Alternative Ranking Problem for Search Engines (with Corinna Cortes and Mehryar Mohri). To appear in the Workshop on Experimental Algorithms (WEA 2007), volume 4525 of Lecture Notes in Computer Science, pages 1-21, Rome, Italy, June 2007. Springer-Verlag, Heidelberg, Germany.

  6. On the Computation of the Relative Entropy of Probabilistic Automata (with Corinna Cortes, Mehryar Mohri and Michael Riley). International Journal of Foundations of Computer Science, 19(1):219-242, 2008.

  7. Standard Distances between Probabilistic Automata (with Corinna Cortes and Mehryar Mohri). International Journal of Foundations of Computer Science, 18(4):761-780, 2007.

  8. Efficient Computation of the Relative Entropy of Probabilistic Automata (with Corinna Cortes, Mehryar Mohri and Michael Riley). In Proceedings of the 7th Latin American Symposium (LATIN 2006). Volume 3887 of Lecture Notes in Computer Science, pages 323-336, Valdivia, Chile, March 2006. Springer-Verlag, Heidelberg, Germany. [slides]

  9. On the Computation of Some Standard Distances between Probabilistic Automata (with Corinna Cortes and Mehryar Mohri). In Proceedings of the 11th International Conference on Implementation and Application of Automata (CIAA 2006). Volume 4094 of Lecture Notes in Computer Science, pages 137-149, Taipei, Taiwan, August 2006. Springer-Verlag, Heidelberg, Germany. [slides]

  10. Indivisible Markets with Good Approximate Equilibrium Prices (with Richard Cole).

Technical Reports:
  1. Indivisible Markets with Good Approximate Equilibrium Prices (with Richard Cole). ECCC Technical report TR-07-017, Jan 2007.

  2. Magnitude Preserving Ranking Algorithms (with Corinna Cortes and Mehryar Mohri). Technical report TR2007-887, March 2007. Courant Institute of Mathematical Sciences, New York University.

  3. Efficient Computation of the Relative Entropy of Probabilistic Automata (with Corinna Cortes, Mehryar Mohri and Michael Riley). Technical report TR2007-886, March 2007. Courant Institute of Mathematical Sciences, New York University.

Manuscripts:
  1. The Complexity of Selfish Routing (with S.N. Maheshwari). April, 2003.

  2. Computing on WANs: Models and Algorithms (with Keshav Kunal, Nidhi Agarwal and Sandeep Sen). Jan, 2003.