aniket@portfolio — /bin/aniket — 96×32
Last login: Sun Jun 21 13:21:09 on ttys001
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< current role > Summer Analyst at Citi
< education > Dartmouth College · B.A. Math & CS · 2027
~/home/ABOUTME.md

reach me @ aniket.dey.27@dartmouth.edu

// experience
Citi
Citi Summer Analyst · Quantitative Macro Strategy
Jun–Aug 2026 · New York, NY
Amazon
Amazon Web Services SDE Intern · S3 Tables
Jun–Aug 2025 · Seattle, WA
Oracle
Oracle SWE Intern · OCI Revenue Management & Billing
Jun–Aug 2024 · Redwood Shores, CA
// education
Dartmouth College — B.A. Mathematics & Computer Science
2023–2027 · Minor in Mathematical Finance
Activities: SINC Consultant, Dartmouth Center for Social Impact · Teaching Assistant, MATH 96 · FYREE Fellow · Dartmouth Outdoors Club
Research: Newton Group (2026 – Present) · Dartmouth Economics (2024 – 2026) · Hassanpour Lab (2024 – 2025) · LISP Lab (2023 – 2024)
// skills
lang Python · SQL · C++ · Java
ml PyTorch · TensorFlow · NumPy · Pandas · SciPy · CUDA
tools React · Linux · Bloomberg Terminal · PowerBI · Excel
~/Research
labs & positions. try cd research/ml and cd research/other for project write-ups.
Newton Group · Dartmouth Department of Physics & AstronomyJan 2026 – present
Undergraduate Research Assistant
Python · Astropy · NumPy · Computer Vision
Research currently in progress. Further information will be published soon.
Dartmouth Department of EconomicsOct 2025 – present
Undergraduate Research Assistant
Python · R · Fama-French · Financial Modeling
Measured regulatory effects in securities-lending markets with Fama-French models. Also checked out implied volatility skew's predictive power.
Hassanpour Lab · Center for AI & Precision HealthSep 2024 – May 2025
Undergraduate Research Assistant
PyTorch · Python · Multimodal ML · Medical Imaging
Built & deployed a multimodal ML pancreatic-cancer diagnosis system for 20+ physicians at Dartmouth's leading AI-health lab.
LISP Machine Learning Lab · Thayer School of EngineeringOct 2023 – May 2024
Undergraduate Research Assistant
PyTorch · LLMs · RL · SSMs · CUDA
Worked on various research projects within RL & LLM training & inference including an ASR attack algorithm using SVD and a Mamba variant that rivals Transformers in linear time.
Dietlein Lab · Harvard Medical SchoolAug 2022 – May 2023
ML Research Assistant
Python · scikit-learn · PyTorch · scRNA-seq
A suite of computational bioinformatics tools to analyze single-cell RNA-seq data & identify genomic drivers in the tumor microenvironment. Built during research at Harvard Medical School, deployed in 5+ UMass Memorial drug development clinics.
~/projects/ml-research
generative models, sequence modeling & applied machine learning.
Diffusion World Model for Billiards Physics
Co-Researchers: Moin Mattar, Enrico Rodriguez
PyTorch · Diffusion Transformers · VAE · WebSocket
A diffusion-based world model to simulate 2D billiards (pool) physics with no physics engine at inference. An action-conditioned DiT predicts each frame in VAE latent space, using diffusion forcing for long-horizon stability. Trained on a 200,000-episode dataset and playable in a real-time WebSocket neural simulator.
Mamba-ESI: Embedding Search for Selective SSMsAAAI '24 Workshop
LISP Lab, Dartmouth · Co-Researchers: Peter Chin, Yu-Wing Tai, Abhinav Reddy
PyTorch · Mamba / SSMs · CUDA · Python
An extension to Mamba's state-space model that adds embedding search and injection to improve long-sequence recall, matching Transformer baselines in linear time. Embeds the query and input tokens, runs a similarity search for relevant context, and injects those hidden states into the current state rather than processing the full sequence memory.
ASR Gradient-Inversion AttackWetterhahn Symposium '24
LISP Lab, Dartmouth · Co-Researchers: Peter Chin (advisor), Minh Bui (PI), Paul Cherian, Mary Wood
PyTorch · DeepSpeech2 · Federated Learning · CTC Loss
An adversarial attack that reconstructs private voice samples with 99% fidelity from the gradients of speech-recognition models. Reverse engineers CTC loss in federated learning environments, recovering original training audio & validated on DeepSpeech2.
Non-Invasive Dementia Diagnosis (NLP + ML)IEEE ICDSCA '22
First Author · Co-Researchers: Sanam Mittal
Python · scikit-learn · NLP · PyTorch
A non-invasive method for early dementia diagnosis that pairs NLP with machine learning. Instead of brain scans or blood tests, it derives diagnostic signals from cognitive and language assessments, enabling accessible screening for elderly populations. Built during research at Optum, published at ICDSCA 2022.
Visibility Correction for Autonomous VehiclesJEI '22
First Author · Journal of Emerging Investigators
Self-driving cars go blind in bad weather. A two-stage deep learning system fixes that: one module masks and removes rain, snow, and fog, then a detector labels the cleaned frames — 89.72% average accuracy, beating industry baselines on both accuracy and detection time.
Tumor Microenvironment GenomicsUMiami HRJ '22
Dietlein Lab, Harvard Medical School · Co-Researchers: Prof. Felix Dietlein
Reading single-cell RNA-seq to find what drives tumors. Clustering and differential-expression analysis surface the gene shifts behind malignant transition, and a random-forest pipeline predicts ligand–receptor interactions at those sites at 89% accuracy to guide therapeutic targeting.
~/research/other
quantitative finance & applied analytics.
Implied Volatility Skew Detectionworking paper
Dartmouth Economics · Co-Researchers: John Welborn, Victor Van Erp
Python · scikit-learn · Financial Engineering · NumPy
A pipeline to predict next-day equity-ETF downturns from implied-volatility skew between deep out-of-the-money and at-the-money puts as the signal. Trained on 1.77M QQQ option records across the 2020 crash and 2022 correction, the ensemble reaches 0.91 AUC at sub-50ms latency.
Automated Test-Case AnalyticsGTBMC 2022
independent · first author · Co-Researchers: Amit Baranwal (DataCore), Sugandha Sahay (CMU)
How automated is a company's testing, really? This system authenticates against a company's cloud, pulls test-case records through the Jira and Zephyr Scale REST APIs, and turns them into clean automation-coverage and status metrics for management.
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~/projects/finance
quantitative finance & derivatives pricing.
Implied Volatility Skew Detectionworking paper
Dartmouth Economics · Co-Researchers: John Welborn, Victor Van Erp
A pipeline to predict next-day equity-ETF downturns from implied-volatility skew between deep out-of-the-money and at-the-money puts as the signal. Trained on 1.77M QQQ option records across the 2020 crash and 2022 correction, the ensemble reaches 0.91 AUC at sub-50ms latency.
Real-time Heston Calibration on Live Vol Surfaces
Python · NumPy · SciPy · Financial Engineering
Real-time calibration algorithm for the Heston stochastic-volatility model on live SPY/SPX option surfaces. Priced via the characteristic function with a Carr–Madan FFT, it uses a four-stage optimizer that reaches an R² of 0.94 and recalibrates in under 20ms.
Quantra: Options Pricing Platform
Python · Streamlit · scikit-learn · NumPy
An educational tool I built for Dartmouth’s Mathematical Finance I as TA. Quantra pulls live market data and prices contracts with Black–Scholes, a Cox–Ross–Rubinstein tree, and a 10,000-path Monte Carlo. Also computes analytical and numerical Greeks, delta-neutral hedges, and full implied-vol surfaces.
~/projects/swe
systems, agents & ml pipelines.
Martian · co-founder & CTO
AI agents that eliminate infrastructure waste
React · TypeScript · Python · LangGraph · MCP
A startup I co-founded with other AWS interns in Summer 2025. Martian applies agentic AI to enterprise infrastructure cost optimization, with agents map storage dependencies and execute runbooks to eliminate wasted spend. A LangGraph multi-agent MCP server drives the analysis with integrations to Azure, AWS, & GCP cloud environments, fronted by a TypeScript interface for fintech teams.
Martian
Datacore Dashboard
Live test-automation coverage dashboard
Python · FastAPI · React
Novel methodology to measure test-case automation across corporate software infrastructure. Authenticates against a company’s cloud servers, pulls test-case records, and parses them into metrics on automation coverage and status for management. Published & presented at GTBMC 2022.
Datacore Dashboard
Amazon Review Analysis
Review rating and category classification
Python · scikit-learn · Jupyter
A machine learning pipeline that classifies Amazon reviews by rating and clusters them by category with scikit-learn. TF-IDF and SGD classifiers tuned per rating cutoff, beating Kaggle baselines at every threshold, while clustering runs on 40 binary category-keyword features. Built for Dartmouth CS74.
Nuggets
Real-time multiplayer terminal mining game
C++ · UDP / sockets · Valgrind
A real-time multiplayer terminal mining game where 26 players navigate a maze for gold while an authoritative server syncs clients over UDP, with ray-cast line-of-sight visibility. Originally built for CS50 Final in C, the C++ rewrite swaps manual memory management for RAII and an unordered_map grid, rendering the full map in under 2ms per frame.
TSE: Tiny Search Engine
A tiny search engine: crawl, index, rank
C · HTML · Valgrind
A search engine in C built as three programs that communicate through the file system: a crawler that walks from a seed URL to a set depth and caches pages, an indexer that builds a word-to-page index, and a querier that evaluates AND/OR queries into ranked results. Built for Dartmouth CS50.
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