About
Hey, I’m Soham, a 4th year MSci Maths student at Imperial. I interned at D. E. Shaw this summer and I’ll be joining full-time as a Trader in fall 2027.
I use this site to share things I find interesting, the projects I’m working on or collaborating on, and the occasional blog post on whatever has caught my attention.
Experience
Timeline
- Jane Street FOCUS: won the Estimathon
- Optiver: 1st of all first years in the trading game
- SIG: joint 1st of 200 in market making
- D. E. Shaw: 2nd of 30 teams in market making
- IMC: won 2 of 3 rounds in the market making final
- Citadel Trading Invitational
- Flow Traders
Education
Modules
- Quantum Mechanics
- Survival Models
- Computational Neurodynamics
- Applied Probability
- Stochastic Calculus and Non-linear Filtering
- Probabilistic Generative Modelling
- Deep Graph Based Learning
- Contemporary Philosophy in the Age of AI
- Probability Theory 1
- Probability Theory 2 (Stochastic Analysis)
- Stochastic Differential Equations and Diffusion Processes
- Stochastic Differential Equations in Financial Modelling
- Dynamics of Games and Iterated Learning
- Time Series Analysis
- Statistical Learning
- Methods for Data Science
- 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
- Mind, Self and the Social World: Philosophy and the Human Sciences
- Introduction to University Mathematics
- Analysis 1
- Linear Algebra and Groups
- Calculus and Applications
- Probability and Statistics (R)
- Introduction to Computing (Python)
- Introduction to Applied Mathematics (MATLAB)
Academic projects
- Year 4: Master's thesis (TBD)
- Year 3: Mean Field Reinforcement Learning in Simplified Poker Games
- Year 2: Modelling Differentiation Trajectories and Cell-Cell Interactions in scRNA-seq Data
- Year 1: Merton Jump Diffusion Model
Societies
Supercurricular
- GCSE Prize and A-Level Prize for best examination grades
- Gold, medals or distinction in all UKMT challenges and olympiads
- Hans Woyda team captain
- Founded the Mathematics Society and Mathematics Magazine
- Maths Mentor
- Physics Challenge Gold
- Salters' Chemistry Festival
- Longitude Explorer Prize
Extracurricular
- Cricket Team
- Chess Team
- Duke of Edinburgh (Bronze and Silver)
Other interests
Guitar
I've been playing for 12 years. I started on flamenco and fingerstyle, performing at school concerts and external venues, then picked up the electric at 16, where I'm mostly influenced by Matteo Mancuso and Ichika Nito. My favourite thing to play is open tunings, somewhere between Alan Gogoll's tunings and Sean Angus Watson's loops. Otherwise I listen to a lot of blues and rock. I've played around 25 concerts and events so far.
Poker
I'm more into poker theory than actually playing, though I did win the D. E. Shaw annual poker tournament while I was interning.
Misc
Nothing serious, I just enjoy it. Mostly geography and Indian history.
I don't know a huge amount yet, but I'm interested, especially in philosophy of language.
Feel free to get in touch.