San Francisco Bay Area
BA in Mathematics & Economics from Cornell University. Master of Engineering in Computer Science from Cornell Tech. Previously worked as a quantitative trader for 3 years. Currently a SWE @ Meta.
• Spearheaded a cross-functional project to automate trade sizing across the entire firm, reducing positional risk and PnL swings by up to 50%, by designing and implementing a mathematical sizing algorithm in Python. • Optimized market execution of trading strategies, saving over $100,000 per year in PnL slippage, by rewriting algorithms in Python to accelerate data processing and execution time. • Introduced automatic evaluation of trade quality, increasing average profit per trade by 10%, by implementing data collection and trade analysis using Python and SQL.
• Rebuilt the organization’s communication structure to make the writing process more efficient. • Acquired funding for the largest undergraduate research magazine at Cornell.
• Used historical OneTick data and Python to analyze futures movement & assist in strategy development • Assisted in order execution, position management, strategy meetings, and trade reconciliations.
• Accelerated the fund's introduction to Chinese equities through Python analysis of China's A-Share ETF crash and various movement signals. • Prepared the fund for future investment opportunities by collecting & maintaining data on a series of IPOs and related industries.