Sashank Neupane

Sashank Neupane

Software Engineer

ExperienceProjectBlog

© 2026   Sashank Neupane

SASHANKNEUPANE

Software Engineering | AI/ML | Finance

CS graduate from NYU Abu Dhabi with experience in AI/ML research, quantitative finance at Brevan Howard, and building intelligent systems.

Combining rigorous mathematics with practical engineering to create elegant solutions at the intersection of finance, algorithms, and technology.

θ* = argmin L(θ)
Experience

Real‑world work where I delivered value

A few highlights from roles and engagements—shipping on deadlines, collaborating across teams, and driving outcomes.

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Summer Analyst

Summer Analyst

Brevan Howard• Volatility Desk
2025-05-19—2025-07-11•Abu Dhabi, UAE

Options Pricing and Vol Trading.

#finance
#math
#quant
#options
Research Assistant

Research Assistant

New York University Abu Dhabi• eBrain Lab
2023-05-22—2024-12-22•Abu Dhabi, UAE

Research on backdoor attacks and defenses in classification and objection detection models.

#research
#computer-vision
#machine-learning
Teaching Assistant

Teaching Assistant

New York University Abu Dhabi• Engineering Division
2022-08-29—2025-05-22•Abu Dhabi, UAE

TA for Computer Programming for Engineering course.

#teaching
#engineering
Projects

Shipped software and experiments I'm proud of

From full‑stack builds to ML tooling—ideas taken from sketch to something real.

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crypto-alerts

crypto-alerts

Completed

real-time telegram bot that tracks major crypto prices

#crypto
#trading
backdoor-toolbox

backdoor-toolbox

Completed

Pytorch library for backdoor attacks and defenses.

#machine-learning
#backdoor
#deep-learning
#security
quantlab

quantlab

In Progress

an option pricing library written on python

#laakhay
#math
#finance
#quant
Writing

Build logs and notes along the way

Short write‑ups on shipped features, lessons learned, and systems I'd build again.

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Volume Exhaustion Reversal Trade Idea

Volume Exhaustion Reversal Trade Idea

backtesting a trade idea with data from binance