About
Hello, I’m Soham 👋
I’m a 3rd year Mathematics and Statistics student at Imperial College London, passionate about Statistics and Data-Driven Research.
Experience Timeline
October 2024
Quantitative Research Intern
Angel Lane Partners
Lead author on a research paper that evaluated diffusing‑diffusivity—a recent advancement in statistical physics—in stochastic‑volatility modelling. I now design, calibrate and document pricing models for more than sixty derivatives across FX, equity, commodity, interest‑rate and bond markets, producing clear valuation reports and validating results against Murex pricing.
March 2024
Spring Intern Programs
Various Quant Firms
Spring Weeks at leading quantitative firms with notable achievements: • Jane Street FOCUS Programme: Won the Estimatathon and took part in probability challenges • Optiver Insight Days: 1st Place out of all 1st Years and 4th overall out of 40 in live trading game • IMC Launchpad: Won 2 of 3 Rounds in final market-making game and ranked highly in 30-person Poker Tournament • Citadel Trading Invitational: One of few participants to complete 4 hour Quant Challenge • SIG Insight Days: Joint-First in market making game out of 200 participants • DE-Shaw Insight Days: Finished 2nd/30 teams in Market Making and Hedge Fund trading game
October 2023
Master of Mathematics and Statistics
Imperial College London
Year 2: Real Analysis, Complex Analysis, Multivariable Calculus, Differential Equations, Linear Algebra, Numerical Analysis (Julia), Probability for Statistics, Principles of Programming (Python), Statistical Modelling (R), Lebesgue Measure and Integration,Network Science, M2R Individual Research Project (Stem Cell Differentiation Modelling) Year 1: Intro to Uni Maths, Analysis 1, Linear Algebra and Groups, Calculus and Applications, Probability and Statistics (R), Intro to Computing (Python), Intro to Applied Maths (MatLab), M1R Individual Research Project (Merton Jump Diffusion Model)
September 2016
A-Levels & GCSEs
Sutton Grammar School
GCSE Prize and A-Level Prize for best examination grades. Founded Mathematics Society, Mathematics Magazine, Maths Mentor, Hans Woyda team captain. Achieved Gold/Medals/Distinction in all UKMT challenges and Olympiads. Physics Challenge Gold, Salter's Chemistry Festival, Longitude Explorer Prize.
Education
Imperial College London
Integrated Masters in Mathematics and Statistics (2023 - 2027)
Year 2 Modules:
- Core: Real Analysis, Complex Analysis, Multivariable Calculus, Differential Equations, Linear Algebra, Numerical Analysis (Julia)
- Optional: Probability for Statistics, Principles of Programming (Python), Statistical Modelling (R), Lebesgue Measure and Integration
- Self-Study: Network Science
- Research: M2R - Modelling Differentiation Trajectories and Cell-Cell Interactions of scRNA data.
Year 1 Modules:
- Core: Intro to Uni Maths, Analysis 1, Linear Algebra and Groups, Calculus and Applications, Probability and Statistics (R)
- Computing: Intro to Computing (Python), Intro to Applied Maths (MatLab)
- Research: M1R Individual Research Project - Merton Jump Diffusion Model
Sutton Grammar School
A-Levels & GCSEs (2016 - 2023)
- Academic Excellence: GCSE Prize, A-Level Prize for best examination grades
- Leadership: Founded Mathematics Society, Mathematics Magazine, Maths Mentor, Hans Woyda team captain
- Competitions: Gold/Medals/Distinction in all UKMT challenges and Olympiads
- Extracurricular: Physics Challenge Gold, Salter’s Chemistry Festival, Longitude Explorer Prize, Chess Team, Cricket Team, DofE (Bronze/Silver)
Teaching
Private Tutoring (2020 - Present)
- Experience: 350+ hours of teaching
- Specialization: Mathematics and admission tests (STEP, MAT, TMUA)
- Levels: GCSEs, A-Levels, University Admission Exams
- Success Rate: All students recieved offers from Imperial, Oxford, Cambridge, LSE, Warwick
- Feel free to get in touch for tutoring inquiries or other project proposals/ideas I’d be interested in!*
Societies & Hobbies
- Head of Quant Research at Cauchy Capital (Imperial Maths Quant Fund)
Societies: Badminton/Cricket Team, Indian, Punjabi and Hindu Society
- Guitar for over 10 years, performed in over 15 concerts - Youtube Channel Coming Soon!
- Black Belt Karate (2018)
- Poker Player