Monisha Gopalan

Data Science ∩ Quantitative Finance ∩ Theoretical Physics

Top Skills

Python Python
NumPy NumPy
Pandas Pandas
PyTorch PyTorch
Scikit-learn Scikit-learn
Matplotlib Matplotlib
Seaborn Seaborn
SQL SQL
AWS AWS
Git Git
VS Code VS Code
LaTeX LaTeX

Work Experience & Education

April 2024 - Now

Visual Data Scientist

Advanced Risk and Portfolio Management, Milan, Italy
  • Managing a codebase of 600+ Python scripts, translating research theory into production-ready code and complex visualizations for weekly Git deployments.
  • Deepening expertise in Quantitative Research through ARPM’s professional curriculum, mastering advanced topics including Optimal Transport, Random Matrix Theory, and Causal Inference.
  • Delivering business intelligence insights to Sales and Operations teams by analyzing user databases and leading post-production for lecture and marketing videos.
March 2023 - January 2024

AI Scientist

Ipazia, Milan, Italy | Reference Letter
  • Analysed large-scale time-series datasets and implemented LSTM and Transformer models for optimizing portfolios, using PyTorch Lightning and AWS SageMaker.
  • Worked on a scikit library for portfolio optimisation skportfolio, a predecessor to skfolio.
  • Engaged in pioneering research to develop a novel architecture, incorporating Hopfield layers for portfolio optimisation, contributing to a peer-reviewed publication - ICAIF'24: Hopfield Networks for Asset Allocation
  • Explored emerging areas like extreme multilabel classification and conformal prediction for uncertainty quantification.
2019 - 2023

Master's in Physics

University of Padova, Italy
November 2022 - March 2023

Master's Thesis Student

University of Padova, Italy | Reference Letter from Thesis Advisor
  • Explored Real Space Renormalization Group Techniques for lattice systems.
  • Implemented Monte Carlo methods for renormalization group studies.
2018 - 2019

Master of Science in Materials Science

Indian Institute of Science, Bengaluru
November 2018 - July 2019

Master's Thesis Student

Indian Institute of Science, Bengaluru
  • Modelled Phase-Field for Eutectoid Transformation in Ternary systems.
  • Developed a C program for numerical analysis and growth constant variation.
2014 - 2018

Bachelor of Science (Research) in Materials Science

Indian Institute of Science, Bengaluru