Functional Skills
Data Modeling
Data Visualization / Reports
Statistical Analysis
Portfolio Optimization
Predictive Analytics
Bulge Bracket Investment Banks
Fortune 500
Experience
Tudor Investment Corporation
Finance
Quantitative Analyst
11/2016 - Present
Developing nonlinear regression algorithms to interpolate option implied volatility smiles. Creating new PCA based risk metrics for fixed income portfolios. Supporting portfolio managers by developing quantitative analytics and models used in their trading methods.
Hutchin Hill Capital
Finance
Quantitative Researcher
2/2015 - 11/2015
Refactoring and extending a long short equity hedging strategy. Maintaining a Python code base for firmwide portfolio manager performance and risk metrics. Developing new beta estimators that we robust to large single day outlier returns.
Morgan Stanley
Finance
Quantitative Strategist
2/2014 - 2/2015
Developed a hedging strategy and ran a hedging book for the municipal bond desk. Developed and maintained Python code for several web scrappers and daily risk reports. Developing bond trading strategies and building dashboards for traders that identified outlier bonds using q/kdb.
MIT Lincoln Labratory
Other
Research Scientist
4/2012 - 2/2014
Developed novel radar data compression algorithms. Utilized optimization and Monte Carlo simulation to design phased array radar systems.
Bloomberg
Other
Quantitative Researcher
5/2010 - 4/2012
Developed a novel FX forward curve interpolation algorithm. Implemented the Black-Litterman asset allocation model. Developed tools for the pricing and risk management of interest rate derivatives. Designed new Bloomberg functions based on client recommendations.