Working at the intersection of markets, data, and the things you can build when the two meet.
Finance, data
and the systems
where they meet
Electrical Engineering, NSUT Delhi
Finance and data is where I actually spend my time. I picked up SQL and Python to answer my own questions about markets, and the same tools turned out to answer most business questions too. What I like is problems that don't have an obvious answer. Most analysis stops at what moved. Why it moved is the harder question, and usually the only part worth asking.
May 2026 – July 2026
Kents Coffee, D2C coffee brand
Customers could not decide which coffee to buy. Someone landing on the site had several beans in front of them and nothing telling them which one suited how they actually drink coffee. The choice itself became the blocker, and that confusion sat right before the point where people were supposed to pay.
Tracked North Star and funnel metrics in GA4 and Wix Analytics to follow how customers moved through the site rather than how many landed on it. Split product performance across all three channels using sales and inventory KPIs.
Mapped the customer journey from first visit to checkout and turned it into UX recommendations for the brand's new website. Most of them were about making the choice easier, not adding more to the page.
Causa, the KPI diagnostic engine, and the IPO Listing Gain Predictor are entirely mine, from the idea through to the finished build. The vendor performance analysis and the SQL data warehouse were my first time using SQL and Python inside a project rather than for problem solving, so I followed guided tutorials to get started and then extended them with my own analysis, visualisations and optimisations to take them past where the tutorial stopped. Dish Discovery is a product improvement case study, not a build.
A working toolkit across data, markets, and the systems where the two meet, built on what the projects actually needed.
The unglamorous reps behind the skillset: consistent daily practice across competitive-programming and database platforms.
Leading the SIG team at FES NSUT, with finance sessions delivered to 400+ students. Also ran Maudrik, the policy case event under Consilium'25, as Event Head: 350% more participation than the previous edition, off planning and outreach alone.
Took the initiative to build a core finance research group open to any college student, a space to dissect markets together. Served as main lead on research reports tackling the questions investors keep asking, like why IPOs over the last 2–3 years keep bleeding after delivering strong listing gains.
Even off the clock, the curiosity never switches off: staying plugged into the news cycle, reading deep on finance, and then resetting with a fast game of table tennis or a long drive and ride.
The best view of the market comes from 15,000 feet. Skydiving on the bucket list, a Delhi-to-Leh bike ride in the plans, and mountains calling louder than any Bloomberg terminal. Adventure is the best risk-adjusted return I know.
B.Tech in Electrical Engineering at Netaji Subhas University of Technology, Delhi, alongside self-directed finance learned from markets, books, failures, and first principles.
National Institute of Securities Markets, Series XV. The benchmark regulatory exam for equity research in India, covering valuation, financial modelling, securities laws, and the conduct standards required of a registered research analyst.
View Certificate ↗HackerRank's advanced SQL track: complex joins, window functions, CTEs and aggregation-heavy problem solving under a timed test. It backs the SQL-first architecture behind Causa and the vendor-performance ETL, where the analytics deliberately live in SQL rather than Python.
View Certificate ↗A book written to make financial literacy approachable, translating the language of statements, ratios, and capital allocation for readers who were never given the manual. Built to foster financial education at the ground level, one chapter at a time.
Read Ebook ↗A breakdown of why a wave of recent IPOs that delivered strong listing-day gains have since bled out: anchoring, inflated grey-market premiums, weak post-listing demand, and the structural reasons momentum dies after day one.
Why companies with strong fundamentals and consistent quarterly delivery still fail to attract a price re-rating: float dynamics, narrative gaps, sector rotation, and the behavioural reasons "good results" don't always translate to "good charts."
One book and two research reports. Read the full set in one place.
View all publications ↗
Open to internships, research collaborations, and conversations about finance, data, and the future of intelligent systems.