San Francisco Bay Area
I am a Mathematics in Finance master’s graduate from NYU Courant. As an emerging quantitative professional, I’m eager to contribute my skills and experience at a financial firm as a data analyst or quantitative analyst, strategist, or researcher. My key capabilities include: PROGRAMMING - Strong skills in Python including machine learning (e.g., numpy, pandas, scikit-learn) - Well versed in Java and MySQL MATHEMATICS - Knowledge of stochastic calculus, risk and portfolio management, and derivative pricing RESEARCH - Advanced ML and time series model training and testing (e.g., LSTM, MEM) for intraday trading volume forecasting - Management and analysis of high frequency cryptocurrency data using Java and MySQL
Managed and analyzed data from multiple crypto exchanges, creating Grafana dashboards and interactive graphs to assist traders with decision-making and strategy optimization based on trading performance, price spreads, positions, and P&L. Developed an automated settlement report system to analyze trading account performance and generate daily email reports with metrics like annualized yield and daily returns Assisted traders in joining Binance’s liquidity program by creating tables to monitor orders and a P&L heatmap, helping to secure higher rebate rates
Reconciled tick-level cryptocurrency data over 6 TB in Google Big Query with OpenSea. Managed retrieval, storage, and analysis of high frequency cryptocurrency data to derive factor models of highly discontinuous, noisy data sets; used Java and MySQL for data warehousing Developed a model for predicting NFT prices utilizing alternative factor analysis techniques, including robust clustering KMeans. Achieved proficiency in handling low-quality data. Outperformed the baseline model by over 15% on accuracy
Classified financial products with KNNs to identify high-risk portfolios and insurances Analyzed financial products (stocks, fixed income, alternative investments), thoroughly examined their performance and characteristics using financial models, and regularly reported findings to the department manager and head of sales
Built DCF models in collaboration with other interns for company’s valuation process in assessing potential aluminum production acquisition targets Managed SQL database of accounting vouchers that tracked transactions