20 years at the intersection of finance, data & systems.
Quantitative technology specialist who has spent two decades inside hedge funds and investment banks — building alpha pipelines, scaling research infrastructure, and turning raw market data into decisions with measurable P&L impact.
I'm a Quantitative Technology Specialist with 20 years of experience across hedge funds and investment banking — most recently as VP and Technology Lead at WorldQuant Singapore, where I spent 12 years building the infrastructure that powers systematic alpha generation at scale.
My work lives at the boundary between quantitative research and engineering. I don't just build tools — I architect systems that let researchers move faster, catch errors before they cost money, and push signals into production with confidence. The problems that interest me most are the ones where getting it wrong has a real cost.
Outside of institutional finance, I'm a self-directed trader. I built RDX from scratch — for personal NSE equity trading. It keeps me honest. There's no better teacher than a position that moves against you.
I hold the CMT Level I certification — and it genuinely changed the way I see markets. Technical analysis gave me a language for price itself: structure, momentum, the geometry of sentiment playing out in real time. Combined with a programming background, it opened up a different kind of edge — the ability to define rules precisely, backtest rigorously, and remove as much emotional noise as possible.
I have deep respect for fundamental analysis. It provides conviction that technical analysis alone rarely can — understanding why something should be valued differently gives you the confidence to hold through noise. But fundamentals move slowly. By the time they're reflected in consensus, price has often already moved. Technical analysis tells you when the market is ready to agree with you. The combination — knowing what to own and when the market is ready to reward it — is where the real edge lives.
I've spent years as a student of the Vedas and Vedantic philosophy — not as an academic exercise, but as a genuine practice. The Upanishads have shaped how I approach problem-solving: stripping a system to first principles, questioning assumptions at every layer. Neti neti — not this, not that — is as useful in system architecture as it is in philosophy.
Music has always been a parallel thread. I've been a student of Carnatic classical music for years — drawn to its mathematical rigour, its deep grammar of ragas and talas, and the discipline of improvising within structure. It shares more with quantitative thinking than most people expect.
For most of my adult life I trained seriously in bodybuilding. These days I've moved toward yoga — a slower practice, but no less demanding. The shift from building outward to building inward has been instructive in ways I didn't anticipate.
From mainframe Cobol to petabyte data lakes — a career spent making complex systems reliable, fast, and useful to the people who depend on them.
Side projects where I apply the same engineering rigour from institutional finance to personal problems worth solving.
Notes on markets, systems, technology, and the occasional rabbit hole. Written for myself, shared for anyone who finds it useful.
Wisdom from traders, philosophers, and filmmakers — in the languages of the world's great financial centres.
Whether you're building quant infrastructure, looking for a technology leader who understands alpha research, or just want to discuss markets — I'm interested.
Based in Singapore · Open to global opportunities