Hi! I am Jigyasa.

I work as a Quantitative Analytics Specialist at Wells Fargo. I am a part of the Risk Modelling Group, where I work specifically with the Deposits portfolio. I completed my B.Tech from IIT Roorkee under the Department of Mechanical and Industrial Engineering. I am interested in theoretical Machine Learning and Optimisation.

Research Experience

I worked as a researcher (remotely) with the MAGICS lab under the CS department at Northwestern University. My research was focused on interpreting and benchmarking Limit Order Book (LOB) data. This work led to my first research paper that has been (currently) submitted to NeurIPS.

I also collaborated with Dr Dhish Kumar Saxena at the Evolutionary Algorithms and Data Analysis Laboratory (EADAL), IIT Roorkee for my B.Tech thesis. I worked on solving constrained multiobjective optimisation problems using Genetic Algorithms and Graph Neural Networks.

Other than this, I’ve had the good fortune to work with professors from IIIT Hyderabad and NTU Singapore.

Outside Work

I am really interested in and spend a lot of time learning math (using online videos, textbooks and internet forums). I am an avid reader, though my genre of choice varies with the season. When I am too tired to read or want to enjoy some scenery, I listen to audiobooks and podcasts. I also listen to music and take vocals classes.

I am always on the lookout for good research opportunities. If our interests align and you are looking for researchers, feel free to send me an email!