. Conducted Model validations developed by Murex including interest rate models, fixed incomeproducts, and currency related products such as swaps, bonds, Asian FXD option, and etc. Validated Sensitivity metrics such as dollar duration (dv01), Convexity, Greeks, and Bucketed Greeks. Tested sensitivity of local volatility such as Vega, Rega, and Sega for each tenor. Produced validation documents to report the Findings found in the models.

Financial Modeling in C#/C++ - Cliquet Option . Derive replicated form of cliquet option in terms of Black Scholes solution . Implement Cliquet Option with local cap/floor and global floor- Mainly Responsible for fixed income modeling . Convertibles, callable, bond options . Yield to worst & Yield to next call pricing . Cap and Floor for floaters . Discount Margin for cap/floor bonds . Soft call modeling for convertibles . OAS Spread for convertibles . Stock Curve modelling from puts and calls . Leaf year handling . Inflation Bond . Hybrid Fixed to floater bond . Discount margin to worst- Constructing SOFR curve . Special future quote handling- ETC . Epsilon implementation for equity . Accrual on default modeling . One Session options ( Intra day & overnight)

Develop Human Sketch Recognition algorithm using Convolution Neural Network (CNN) in Keras & tensorflow library - Python implementation of CNN on human sketches on 145 different objects . Music recommendation predictive modelling: Python implementation of predictive modelling in music selection. - Temporal , Chromatic, MFCC components were extracted from thumbnail sample of music. - Simulated user and algorithm model were compared to predict which music samples are needed for better prediction in supervised modelling

. Improved the Particle Removal Efficiency (PRE) by 20% through developing a Fine Aerosol module as part of physicalcleaning step in semiconductor process flow. Analyzed the correlation between number of remnant particles on wafers and the applied amount of chemicals usingPrinciple Component Analysis (PCA) to optimize the cleaning procedure. Developed hot-wire sensor to measure the amount and direction of air-flow within equipment

. Apply electric field on particles in liquid & measure the Dielectrophoretic force on the particle using an optical tweezer. Used Levenberg-Marquardt regression to obtain internal properties of the particles of the particle and the liquid. Presented a poster at SPIE, January 2012, San Francisco, California, “Quantitative measurements of Dielectrophoreticforces using a Single Beam Optical Tweezer

. Reconstructed 3D tomogram from many 2D projections by an iterative algorithm exploiting Pseudo-Polar-Fourier-Transformation (PPFT). Applied the algorithms to nanometer sized biological samples such as proteins and viruses to obtain reconstructions with higher contrast and resolution than traditional methods . Lee et al. “Equally-Sloped Tomography and its applications in biological imaging and x-ray phase contrast imaging”, Journal of structural biology (2009) pg.84