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diljit22/README.md

Diljit Singh

Production‑ready engineer · Research‑level mathematics · Quant & ML builder

Actively exploring Quant Dev / ML Engineer / SWE roles
Message me on LinkedIn to chat.

Education (highlights)

  • M.S. Mathematics - Stony Brook University (3 years PhD research)
  • B.A./M.A. (Joint) Mathematics - Macaulay Honors College (full merit scholarship)
  • The CUNY Graduate Center (17 PhD level math classes as undergrad)
  • Research internships @ Cornell University and UC Santa Barbara

Select Achievements

  • Google FooBar - completed all 5 rounds (invitation only)
  • Project Euler - top 1 % worldwide (username DilSingh)
  • Presentations - 5 research talks & 18 graduate seminars (full list)
  • Gillet Memorial Fund Award - top graduating math major, 2018

Select Projects

Quantative finance projects

  • OptPricing – Python library pricing option contracts, valuing rates, investigating implied volatility; features 15+ derivative models and advanced numerical algorithms
  • forecast_vol - Attention‑based pipeline forecasting minute‑level volatility
  • stochCalc - Symbolic & numeric calculus for Stochastic Differential Equation systems
  • RMBS - Waterfall analytics for residential MBS structures

Some number theory projects

  • primes – advanced primality testing and factorization methods
  • ellipticCurve – computations over ℚ & finite fields
  • ECM – elliptic‑curve factorization

Tech Stack

Languages: Python | C++ | MySQL | MATLAB | Bash

Frameworks: NumPy | Pandas | SciPy | Numba/Cython | Polars | TensorFlow | PyTorch | scikit‑Learn | Optuna | Polars

DevOps: Git | CI/CD | Docker | REST APIs | Streamlit | Linux

Quant: Stochastic Calculus | PDE Approximations | Variance Reduction Methods | Monte Carlo Simulation | Lattice Methods

Certifications in Machine Learning (Stanford) and SQL for Data Science (UC Davis)

Pinned Loading

  1. optpricing optpricing Public

    Pricing & calibration engine (15+ models; API + CLI + Streamlit UI)

    Python

  2. forecast_vol forecast_vol Public

    Attention‑based pipeline forecasting minute‑level volatility

    Python

  3. rmbs rmbs Public

    An end-to-end demo of RMBS structuring and underwriting that simulates loan pooling, risk modeling, waterfall cash flow allocation, and bond-level analytics.

    Python

  4. stochCalc stochCalc Public

    Symbolic application of Ito's Formula, symbolic solver for generator of Ito diffusions, numerical approximation for systems of SDEs

    Python

  5. primes primes Public

    Prime Number Testing and Factorization

    Python

  6. smallPrimes smallPrimes Public

    Data for primes under 10**7, for quick factorization of numbers with low 'prime complexity'.

    Python

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