Quantitative algorithm development for trading and financial systems: conducted research to develop and validate 20+ trading algorithms using large-scale financial datasets. Built 20+ REST API endpoints with high data fidelity and low-latency retrieval. Engineered signal-to-execution pipeline for automated order placement with optimized latency. Strong foundation in financial data engineering, risk management, and algorithmic execution.
Enterprise SAP treasury platform development: built AI-driven treasury forecasting components on SAP BTP using Python and TensorFlow. Developed financial models for AR/AP cashflow prediction, FX-volatility forecasting, and working capital optimization. Engineered end-to-end enterprise platform architecture with multi-layered data orchestration, federated inference pathways, and production MLOps pipelines. Implemented DevSecOps, zero-trust access controls, and cross-cloud compliance frameworks for deterministic performance.