Vice President, Quantitative Research2020 - 2022JPMorgan Chase
Technologies: Python, Statistical Modeling, Mathematics, Probability Theory, Data Visualization, Tableau, SQL, Data Science, Artificial Intelligence (AI), Data Engineering, Predictive Analytics, Data Analytics, Data Analysis, Predictive Modeling, Amazon Web Services (AWS), Real-time Data, Computer Vision, Cloud, Neural Networks, Machine Vision, Image Processing, MongoDB, Data Modeling, Data Reporting, Data Mining, Time Series Analysis, Time Series
- Developed statistical models for the fixed-income trading desks to predict market moves, trading and client volume, and more. These models incorporated both traditional statistical models and machine learning models.
- Analyzed high-frequency market data using KDB, Q, and Python.
- Created data visualizations using Tableau and Python plotting libraries such as Seaborn and Plotly.
- Prepared technical documentation in LaTeX and Confluence.
Quantitative Analyst2018 - 2020Barclays Corporate and Investment Bank
Technologies: Python, Git, Statistics, Machine Learning, Technical Writing, LaTeX, Jira, R, Data Science, Artificial Intelligence (AI), Predictive Analytics, Data Analytics, Data Visualization, Data Analysis, Predictive Modeling, Neural Networks, MongoDB, Data Modeling, Data Reporting, Time Series Analysis, Time Series
- Developed a statistical model to predict the bank's funding costs in several stress scenarios.
- Created technical documents in LaTeX to provide a detailed description of the model implementation and model development research.
- Oversaw the production release process, liaising with many coders and ensuring the production codebase's continuous quality and functionality.