Finance · Boston, Massachusetts
Valuation · Markets · Technology
Finance graduate combining financial modeling, investment analysis, market research, and automation. My work spans corporate finance, public and private markets, capital markets, treasury, and risk—turning complex information into structured, defensible decisions.
Academic training across corporate finance, investments, fixed income, derivatives, accounting, regulation, economics, and project execution.
Graduate education
Master of Science, Financial Management
Investment Analysis Concentration (STEM)
Selected coursework
Undergraduate education
Bachelor of Commerce
Finance, markets, accounting, and economics foundation
Selected coursework
Experience across private investments and financial advisory, connecting diligence, cash-flow modeling, financial-statement analysis, and decision support.
Jun–Aug 2026
The Build Fellowship · Boston, MA
Conducted LP due diligence on a U.S. mid-market buyout fund, evaluating fee economics, the distribution waterfall, GP commitment, and governance provisions. Prepared and defended the diligence memorandum before an investment committee.
Jun–Jul 2022
Tarun Batra & Co., Chartered Accountants · India
Built project-finance and cash-flow models for construction and mining clients; performed financial-statement analysis and supported restructuring due diligence.
Seven projects spanning corporate finance, public and private markets, capital markets, treasury, derivatives, portfolio construction, and finance automation.Explore all case studies
Multi-method valuation off the 424B4, reconciled against market pricing and aftermarket performance.
Combined segment SOTP, a five-year unlevered DCF, and trading comparables against a $1.78tn pricing valuation and a 91.8x to 110.1x revenue re-rating.
Open case study ↗CAPM and Fama-French regressions across five S&P 100 names with alpha-weighted portfolio optimization.
Estimated factor exposures, ranked residual alpha, and combined the optimized active sleeve with the market portfolio.
Open case study ↗Five-year sponsor take-private model with an interest-first cash sweep and full value-creation bridge.
Underwrote entry at 12.3x EBITDA and modeled net debt declining from 4.8x to 1.0x, separating operating performance, deleveraging, and exit-multiple effects.
Open case study ↗DV01-neutral hedge of a simulated $100M Treasury portfolio using CBOT futures.
Hedged a portfolio with 9.3 modified duration and automated daily P&L, margin tracking, hedge sizing, and rebalance controls.
Open case study ↗Document-to-model pipeline converting SEC merger filings into source-cited transaction data and populated Excel merger models.
Extracts transaction terms into structured JSON with field-level audit logging, exception handling, and human-review routing for low-confidence fields.
Open case study ↗Black-Scholes short strangle managed through an adverse rally under documented Greeks-based risk limits.
Priced the position, monitored Greeks, and applied a documented rolling policy to manage convexity and directional exposure.
Open case study ↗Structure teardown of a $60B all-stock acquisition with a floating exchange ratio and collar mechanics.
Modeled the seven-day VWAP exchange ratio, collar outcomes, a $10B walk-away package, and probability-weighted consideration.
Open case study ↗Skills & tools
Contact
Based in Boston and pursuing analytical finance opportunities across corporate finance, investment analysis, public and private markets, capital markets, treasury, and risk.