Research analyst at Goldman Sachs. I read companies for a living — earnings, models, and the macro that moves them.
I work in Global Investment Research at Goldman Sachs in Bengaluru, where my days run on earnings models, sector decks, and the long arc of macro narratives.
I graduated from IIM Indore in 2026 after five years on the IPM programme — a BA in Foundations of Management, then the MBA. Somewhere along the way I cleared CFA Level I; Level II is the next thing on my desk.
Outside the spreadsheet I follow the AI frontier — LLMs, the labs pushing them forward, and the consumer tech downstream of it all. Table tennis when there's a paddle around, F1 the odd Sunday.
Music sits close to the centre. Hans Zimmer scores on long evenings, The Weeknd on the move, a guitar in my hands when the day allows. Catching both of them live, one day, is on the list.
I travel when I can. Two Himalayan treks under the belt — Dodital and Triund — but Thailand quietly settled the long debate: I'm more a beach person than a mountain one.
Joined GIR full-time after the summer programme. Working across financial models, sector coverage, and client-facing research output for covered companies.
Updated financial models and forecasted earnings against key business drivers; tracked macro trends and tariff impact on stock performance. Built client decks and contributed to investment thesis formation by integrating sectoral and financial analysis. Presented covered names in hoot-pitch and stock-pitch exercises.
Built 50+ algorithmic strategies returning ~40% on back-test, using 15+ technical and momentum indicators to manage drawdowns. Constructed 15 equity portfolios (₹50L+ AUM) across 10 sectors and 50+ stocks; coded automated entry/exit logic for index derivatives in PineScript and TradeTron.
Assessed digital-tool impact across 50+ NGOs under the BigTech programme; surveyed 100+ beneficiaries for post-training validation; mapped digital-literacy gaps in bookkeeping and ERP for self-help groups.
Structured a ₹6.43bn LBO with a two-tranche debt design and a full repayment schedule, stress-tested through DSCR and Debt/EBITDA scenarios. Triangulated valuation across APV, DCF, and trading comparables — surfaced via a football-field analysis — with a sources-and-uses build that landed at a 23.82% IRR and 2.91x MOIC.
Used GARCH and ADL models to study volatility and economic-sensitivity in alternative assets. Found that hedge funds carry roughly 50% higher volatility than equity markets, and that alternatives respond ~9× more sensitively to macro shocks than stocks.
Examined the form of market efficiency observed in Indian equities and proposed an investment posture suited to that regime. Outlined five+ methods to study spillovers, convergence speed, and the path of price discovery.