Data Scientist
2009 - PRESENTRentHop.com | RealtyHop.com- Created a real-estate platform that helps renters and home buyers identify the best possible homes.
- Drove the software development/architecture, product design, analytics, data management, and scaling.
- Led all aspects of site development.
- Published numerous data-driven and quantitative research articles on renting/housing (featured in major media outlets such as the NY Times, CNBC, USA Today, and so on).
Technologies: Amazon Web Services (AWS), JavaScript, MySQL, Python, R, PHPConsultant (Macroeconomic Research)
2012 - 2012Asian Century Quest Capital- Developed macroeconomic presentations on topics and themes across Asian markets with a focus on China.
Technologies: Visual Basic for Applications (VBA), Microsoft PowerPoint, Microsoft ExcelTrader | Research Analyst
2007 - 2009Traxis Partners- Traded the emerging markets portfolio including FX, local rates, and credit in LATAM, EMEA, and Asia.
- Built internal systems for measuring fixed-income exposures, calculating real-time P&L, and generating risk/performance attribution reports.
- Coordinated with the fund administration/external auditors.
- Provided model-based valuations for liquid instruments.
- Implemented model validation of RiskMetrics for investor reporting.
Technologies: RiskMetrics, Microsoft Excel, MySQL, Bloomberg, Visual Basic for Applications (VBA), PerlQuantitative Researcher and Trader
2005 - 2007Citigroup Global Markets- Structured and analyzed trade ideas in single-name credits, synthetic CDOs, emerging markets, and FX.
- Contributed to the weekly Bond Market Roundup publication and other in-depth research pieces.
- Developed analytics for scenario analyses on client commercial mortgage-backed securities (CMBS) portfolios.
Technologies: MySQL, Visual Basic for Applications (VBA), Microsoft Excel, Perl