Vatsh Van IIT BOMBAY
SYS: ACTIVE
FACTOR • SIGNAL • EXECUTION

Vatsh Van

Majoring in Mechanical Engineering, undergrad at IIT Bombay, with a Minor in AI & Data Science (CMInDS). Bridging stochastic modeling, portfolio optimization and machine learning with ultra-low-latency autonomous control runtimes.

WORLDQUANT BRAIN
42 / 5,700+
Global Rank in Power Pool Alpha Competition (11th in India)
GLOBAL IQC'25
TOP 12 Global
Selected among 12 Research Consultants worldwide for Singapore Finals
OUT-OF-SAMPLE IR
2.39 Q2'25
Master Consultant via 320+ orthogonal alphas (fitness up to 6.47)
REAL-TIME CONTROL
100 Hz
LibTorch-Acados learned-dynamics HyperMPC control loop

PROFESSIONAL TRAJECTORY

Core Engagements

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RESEARCH & IMPLEMENTATIONS

Featured Technical Projects

View all 10 projects →
QUANT FINANCE Jun – Jul '26

Regime-Aware Portfolio Optimization

Integrated Gaussian HMMs, Random Forest meta-models, and convex allocation across 503 equities. Engineered 250+ alpha features, CUSUM sampling, and Purged 5-Fold CV with 1% embargoes.

HMMs Convex Optimization Purged CV
AUTONOMOUS CONTROLS Mar – Apr '26

Spatial Hyper-MPC with Neural Policy

Hybrid Neural-MPC controller for 6-DOF active suspension using OSQP and Joint EKF. Distilled a 40-step MPC into a 4,736-parameter policy with 20k expert trajectories, cutting peak angular velocity by 3x.

HyperMPC OSQP Joint EKF
QUANT FINANCE May – Jul '25

Chicago Quant Alley: Options Simulator

Mid-frequency Bitcoin options/futures trading simulator with slippage modeling, async ccxt API execution, dynamic strike selection, and Multi-Armed Bandit tuning.

Options Trading Multi-Armed Bandits CCXT
MACHINE LEARNING Mar – Apr '26

Inverse Elasticity Physics-Informed NN

Direct Hybrid Collocation PINN estimating Young's modulus fields across 3 AM lattice specimens. Unified 8 DIC anchors with 10,000+ Sobol points enforcing 2D Cauchy Momentum PDEs.

PINN Cauchy Momentum Sobol Points
AI & SYSTEMS May '26 – Present

The Cosmic Detective: Multi-Agent AI

Multi-agent AI system for autonomous sky survey exploration, transient detection, and hypothesis generation. Built Gemini benchmark, Neo4j knowledge graph, and Swift FITS pipeline.

Multi-Agent Neo4j FITS Data
DEEP LEARNING Mar – Apr '26

Single Image Super Resolution (EDSR)

EDSR with 32 residual blocks and PyTorch AMP. Trained over 290k iterations, achieving 34.84 dB PSNR on DIV2K and 37.47 dB PSNR benchmarking SRCNN on Sen2Venus satellite imagery.

EDSR PyTorch AMP DIV2K

CAPABILITIES MATRIX

Technical Competencies

λ

Quantitative Methods

  • Alpha Synthesis & Orthogonalization
  • Black-Scholes PDE & Martingale Pricing
  • Convex Optimization & Markowitz CVaR
  • CUSUM Sampling & Triple Barrier Labeling
  • Stochastic Calculus & Monte Carlo Methods
  • Vasicek Term Structure Modeling
ψ

Machine Learning & AI

  • Physics-Informed Neural Nets (PINNs)
  • Reinforcement Learning (PPO, DQN, MAB)
  • Time-Series Forecasting & HMMs
  • Super Resolution (EDSR, PyTorch AMP)
  • State Space Models (SSM & Mamba)
  • XGBoost, Random Forest, SMOTE
δ

Autonomous Control

  • Learned-Dynamics HyperMPC (100 Hz)
  • Joint EKF State Estimation & Sensor Fusion
  • RTK GNSS & Dual IMU Fusion
  • LibTorch-Acados C++ Embedded Runtime
  • ROS 2, Gazebo & LiDAR Data Pipelines
  • OSQP Convex Quadratic Programming
θ

Systems & Infrastructure

  • Modern C++ (STL, LibTorch, High-Perf)
  • Python (NumPy, Pandas, PyTorch, SciPy)
  • Linux, Shell, HPC Clusters & Docker
  • CCXT & Delta Exchange Trading APIs
  • Neo4j Graph DB & Swift FITS Parsing
  • Git, CI/CD, MATLAB, LaTeX

ACADEMIC EXCELLENCE

Scholastic Honors & Education

ACADEMIC PROFILE

Indian Institute of Technology Bombay

B.Tech in Mechanical Engineering • Class of 2028

Minor in Artificial Intelligence & Data Science • Centre for Machine Intelligence and Data Science (CMInDS)

KEY COURSEWORK
Statistical ML & Data Mining Applied Data Science & ML Control Systems Numerical Analysis Linear Algebra & Diff Eq Financial Engineering Calculus
COMPETITIVE HONORS
  • WorldQuant BRAIN Power Pool Alpha Competition: Ranked 42 of 5.7K+ globally (11th in India) (Apr '25 – May '25) (42 of 5.7K+ globally)
  • Global IQC '25 Finalist: Selected as 1 of 12 consultants globally to attend Singapore Finals (Top 12 Globally)
  • IISc Bangalore BS (Research): Secured admission among India's top applicants ('24)
  • Gujarat Common Entrance Test (GUJCET): Ranked in top 2.47% out of 48,000+ candidates (top 2.47%)