AI/ML Research Intern, Technology Innovation Hub (TIH), IIT Guwahati
IBM Quantum Advocate • B.Tech Computer Science & Engineering, Gautam Buddha University
My research focuses on computational robustness, reliability, and uncertainty-aware modeling across non-stationary dynamical systems, noisy physical substrates, and quantitative risk environments:
- Open Quantum Systems & Quantum Machine Learning: Numerical simulation of non-Markovian dissipation, Lindblad master equations for extreme financial tail-risk, and empirical noise degradation in parameterized quantum circuits (QSVC vs VQC) under hardware-calibrated NISQ noise models.
- Quantitative Risk & Financial Time-Series: Institutional realized volatility forecasting (HAR, Sector-HAR, LightGBM, Diebold-Mariano hypothesis testing) and high-throughput sub-millisecond derivatives liquidity screening.
- Deep Learning & Edge Prognostics: Dilated causal temporal convolutional networks (TCN) and recurrent architectures for complex degradation modeling (battery SOH/RUL) with low-latency INT8/FP16 edge deployment via ONNX Runtime.
- Post-Quantum Cryptography & Security Verification: Algorithmic discovery of cryptographic assets, Mosca's theorem quantum risk assessment, and CycloneDX Cryptographic Bill of Materials (CBOM) generation.
⚛️ QDMS: Quantum Market Risk SimulatorOpen Quantum Systems • Extreme Tail-Risk Modeling
|
⚡ NIFTY Volatility & Options EngineQuantitative Finance • Realized Volatility Forecasting
|
🎨 Heritage Folk Art RestorationComputer Vision • Dual-Stage Spectral Deep Learning (npj Heritage Science)
|
🔋 Battery Fleet Prognostics (SOH / RUL)Edge AI • Technology Innovation Hub (TIH), IIT Guwahati
|
🛡️ INDRAMESH: Cryptographic Discovery & RiskPost-Quantum Cryptography • Smart India Hackathon Rank 1 / 80
|
⚛️ Quantum Classifier Noise ResilienceQuantum Machine Learning • NISQ Noise Benchmarking
|
- Scientific Computing & ML: Python, C++, PyTorch, Scikit-learn, LightGBM, NumPy, Pandas, SciPy, QuTiP, OpenCV.
- Quantum Development: Qiskit (1.x/2.x Primitives), Aer Noise Simulators, Parameterized Feature Maps (ZZFeatureMap, PauliFeatureMap), QTerm.
- Quantitative Finance & Data: DuckDB, FastAPI, Financial Time-Series Modeling (HAR, GARCH), Monte Carlo, Options Pricing (Black-Scholes).
- Engineering & Deployment: Docker, Git/GitHub, ONNX Runtime, Linux/Bash, Streamlit, PyTest.
- "The heaviest regrets are the words left unsaid."
- Tried something beyond my comfort zone.
- Uss din kyu nhi gaye shots
- No man left behind
Open to research collaborations, visiting researcher roles, and quantitative engineering opportunities.


