Vatsh Van IIT BOMBAY
SYS: ACTIVE
CURRICULUM VITAE // VERIFIED CREDENTIALS

Curriculum Vitae

Undergraduate Researcher • Quantitative Finance • Autonomous Systems • IIT Bombay

Vatsh Van

B.Tech in Mechanical Engineering • Minor in Artificial Intelligence & Data Science (CMInDS)
Indian Institute of Technology Bombay • Roll: 24B2259

[01]

ACADEMIC RECORD

ExaminationUniversity / BoardInstituteYearStatus
Graduation (B.Tech)IIT BombayIndian Institute of Technology Bombay2028Pursuing
IntermediateGSHSEBCitizen's School202489.40%
MatriculationGSHSEBCitizen's School202289.00%

• Pursuing a Minor degree from the Centre for Machine Intelligence and Data Science (CMInDS), IIT Bombay.

[02]

SCHOLASTIC ACHIEVEMENTS

  • WorldQuant BRAIN Power Pool Alpha Competition: Ranked 42 of 5.7K+ globally (11th in India) [Apr '25 – May '25].
  • Global IQC '25 Finalist: Selected as 1 of 12 consultants globally to attend Singapore Finals [2025].
  • IISc Bangalore BS (Research): Secured admission to the prestigious BS (Research) program among India's top applicants ('24).
  • Gujarat Common Entrance Test (GUJCET): Ranked in the top 2.47% over a pool of 48,000+ Group A candidates ('24).
[03]

RESEARCH & ENGINEERING EXPERIENCE

Self Driving Car [SeDriCa] • Controls & State Estimation

Team Unmesh Mashruwala Innovation Cell [UMIC] | Guide: Prof. Archak Mittal, IIT Bombay

Cross-functional team of 30+ students developing India's first Level 5 self-driving car, customized for Indian roads.

  • F1TENTH Autonomous Racing: Engineering a LibTorch-Acados C++ runtime to deploy learned-dynamics HyperMPC at a 100 Hz control loop on a 1/10-scale racecar.
  • Adaptive Parameter Learning: Developing a GRU-based Hyper-Param network with B-spline control encoding to learn horizon-varying tire and kinematic model parameters.
  • Autonomous Golf Cart Localization: Building an autonomous localization stack for reliable outdoor navigation using high-precision RTK GNSS.
  • Joint Sensor Fusion (EKF): Developing a Joint Extended Kalman Filter fusing RTK GNSS & IMU measurements to estimate vehicle 6-DOF pose, linear velocity & heading in real time.

WorldQuant BRAIN • Quantitative Alpha Research Consultant

WorldQuant BRAIN | Quantitative Alpha Research

Selected as 1 of the 12 WQBRAIN Research Consultants (Rising Stars cohort) globally to attend the IQC'25 Finals in Singapore.

  • Master Consultant (Q3'25): Achieved Master Consultant status via a portfolio of orthogonal signals yielding an after-cost out-sample Information Ratio (IR) of 2.39.
  • 320+ Submitted Alphas: Maintained an average self-correlation of 0.25 with out-sample fitness scores up to 6.47.
  • Composite Strategy Architecture: Engineered 90+ composite alpha strategies by selecting, filtering & combining orthogonal quantitative signals.
  • Automated Research Pipeline: Automated alpha factor research via an LLM-driven iterative refinement pipeline for large-scale systematic signal generation.
[04]

KEY TECHNICAL PROJECTS

Regime Aware Portfolio Optimization | Summer of Quant, Quant Club

  • Built a regime-switching portfolio optimizer integrating Gaussian HMMs, Random Forest meta-models & convex allocation across 503 equities.
  • Constructed event-driven trading labels using CUSUM sampling, Triple Barrier labeling & volatility-normalized dynamic thresholds.
  • Engineered 250+ alpha features spanning price, volatility, momentum, volume & macroeconomic factor spaces.
  • Mitigated temporal leakage using Purged 5-Fold Cross-Validation with 1% embargoes & sequential bootstrapping.

The Cosmic Detective | Krittika Summer Projects, Krittika Astronomy Club

  • Created a multi-agent AI system in a 7-member team for autonomous sky exploration, transient detection & hypothesis generation.
  • Built an astronomy benchmark pipeline integrating Google Gemini with academic literature retrieval & fault-tolerant LLM orchestration.
  • Constructed a semantic Neo4j knowledge graph using transformer-based claim de-duplication with 95% similarity threshold.
  • Engineered a high-throughput Swift FITS pipeline extracting temporal, spectral & physical features from astronomical observations.

Single Image Super Resolution | ME 228 Course Project (Prof. Neeraj Kumbhakarna)

  • Built an EDSR with 32 residual blocks, boosting training throughput via mixed-precision (FP16/FP32) using PyTorch AMP.
  • Trained over 290k iterations using L1 loss, achieving 34.84 dB PSNR & 0.939 SSIM on DIV2K.
  • Bounded peak VRAM spikes via spatial tiling & AMP, deploying sub-pixel convolution for fast upsampling; benchmarked SRCNN on Sen2Venus (37.47 dB PSNR).

Inverse Elasticity Physics Informed NN | ME 218 Course Project (Prof. Sripriya Ramamoorthy)

  • Developed a Direct Hybrid Collocation PINN estimating Young's modulus fields across 3 Additive Manufacturing lattice specimens.
  • Unified 8 DIC anchors with 10,000+ Sobol collocation points, strictly enforcing 2D Cauchy Momentum PDE equilibrium constraints.
  • Solved the ill-posed inverse elasticity problem via a 7-objective composite loss reconstructing displacement, stress, strain & modulus fields.

Chicago Quant Alley: Crypto Strategy Optimizer | Seasons of Code, WnCC

  • Engineered a mid-frequency Bitcoin options simulator with slippage-aware logic and Delta Exchange API integration.
  • Built an event-driven execution engine for asynchronous ccxt API interactions, minimizing execution overhead.
  • Designed dynamic strike selection & trade lifecycle management with automated PnL, turnover, slippage & Greek exposures.
  • Deployed Multi-Armed Bandits (UCB / Thompson Sampling) for hyperparameter tuning, balancing exploration and exploitation.

Spatial Hyper-MPC with Neural Net | ME 444 Course Project (Prof. Seshu Pasumarthy)

  • Developed a hybrid Neural-MPC controller for a 6-DOF active suspension using OSQP, Joint EKF & residual learning.
  • Distilled a 40-step MPC into a 4,736-parameter neural policy using 20k expert trajectories, reducing peak angular velocities up to 3x.

Spatial Active Noise Control | ME 791 Course Project (Prof. Sripriya Ramamoorthy)

  • Built virtual sensing framework for Spatial ANC using signals from 4 remote microphones for pressure reconstruction.
  • Estimated virtual microphone pressure by training an ObsTasNet observation-filter on 400 simulated acoustic scenes (12.6x faster than kernel methods).

Mathematics of Derivative Pricing | Summer of Science, Maths & Physics Club

  • Implemented the Black-Scholes model for European options using stochastic processes and risk-neutral valuation in Python.
  • Performed sensitivity analysis on volatility, interest rates & maturity (Greeks); explored martingale pricing & finite-difference methods.
[05]

POSITIONS OF RESPONSIBILITY

Team Manager | Self Driving Car, Unmesh Mashruwala Innovation Cell

  • Responsible for effectively managing an annual operating budget of INR 4+ Million, allocating resources for optimal outcomes.
  • Coordinating communication between Technical Core & Non-Technical teams; spearheaded a 2-month recruitment drive for 100+ aspirants.

Student Mentor | Summer of Science, Maths and Physics Club

  • Guided 9 students with suitable references & materials to build theoretical understanding of Algorithmic Trading and Derivative Pricing.

Project Mentor | Build the Algorithmic Black Box, Analytics Club

  • Mentored 20+ students in building algo-trading protocols & validating system dynamics within quantitative trading engines.
[06]

TECHNICAL SKILLS & COURSEWORK

Technical Stack

  • Languages: Python, C++ (Modern C++ / STL), C, MATLAB, SQL, LaTeX, HTML/CSS
  • Libraries: NumPy, Pandas, Scikit-Learn, PyTorch, CUDA, TensorFlow, Keras, NLTK, Matplotlib
  • Autonomous & Systems: ROS 2, Gazebo, LibTorch-Acados, OSQP, CasADi, Docker, Linux, Git, EasyEDA

Academic Coursework

  • Data Science & AI: Statistical ML and Data Mining, Applied Data Science & ML, Programming in Data Science
  • Mathematics: Calculus, Linear Algebra & Differential Equations
  • Engineering: Control Systems, Numerical Analysis, Mechanical Systems, Acoustic Devices
  • Finance & Economics: Introduction to Financial Engineering, Economics, Social Learning & Herding
[07]

EXTRACURRICULAR HONORS & INITIATIVES

  • Portfolio Management Competition (PMC '26): Built a goal-based multi-asset portfolio using quantitative equity screening & liability investing.
  • AIC X Anthropic Claude Hackathon: Built LexAI, securing a Top-10 finish among competing cohorts (May '26).
  • CodeWars V6 (WnCC): Mentored 12 participants across 3 teams, leading one team to become finalists (Mar '26).
  • DSA Bootcamp: Completed intensive Data Structures & Algorithms training by WnCC in collaboration with GeeksForGeeks.
  • Hardware Prototyping: Built a drone controller (Makerspace MS101) and gesture-controlled WiFi bot for XLR8 (RPi Pico W, ESP01).