MS in Artificial Intelligence (RIT, 3.84 GPA) building at the intersection of applied ML, computer vision, and quantitative finance.
Currently:
- 🛠️ Building QuantPulse — a multi-strategy algorithmic trading platform on NSE Indian equities (source private during commercialization; repo documents architecture, methodology, and results)
- 🔎 Open to full-time AI/ML Engineer and Quant / Fintech roles (US-based, remote or NYC/Long Island)
- 📫 melvin.melel@gmail.com · LinkedIn
- Applied ML: recommendation systems, time-series forecasting, computer vision (YOLO, RTMO, DeepSort)
- LLM systems: RAG, agents, evaluation pipelines (LangChain, HuggingFace)
- Quant: multi-strategy backtesting, portfolio analytics, Monte Carlo risk modeling
Python PyTorch TensorFlow LangChain Streamlit SQL AWS Tableau Machine Learning Computer Vision NLP LLM Finetuning
| Project | What it is | Stack |
|---|---|---|
| QuantPulse | Multi-strategy equity portfolio platform w/ Monte Carlo risk (showcase — source private) | Python, Streamlit, pandas |
| Candlestick YOLOv8 + CrossViT | Hybrid CV pipeline for financial chart patterns | YOLOv8, CrossViT, PyTorch |
| BioBERT + UMLS QA | Medical QA with knowledge-graph augmentation | BioBERT, UMLS |