Risk Models Developer
Lawrence is a software developer and quantitative analyst with over 12 years of experience in software development and quantitative modeling. He's worked at Citigroup, Traxis Partners, as well as co-founding a Y-Combinator funded startup. Lawrence prefers projects that use both his financial and programming backgrounds, but he also enjoys working with and analyzing data—either in analysis, visualization, or machine learning.
ExperiencePHP - 12 yearsQuantitative Finance - 12 yearsRisk Models - 12 yearsR - 8 yearsjQuery - 8 yearsSolr - 6 yearsLeafletJS - 5 yearsPython - 4 years
Vim Text Editor, Git, Windows, Linux
The most amazing...
...thing I've coded was a fast autocomplete search for addresses/general locations that optimized depending on relevancy & user preference across multiple factors.
RentHop.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).
Consultant (Macroeconomic Research)
Asian Century Quest Capital
- Developed macroeconomic presentations on topics and themes across Asian markets with a focus on China.
Trader | Research Analyst
- 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.
Quantitative Researcher and Trader
Citigroup 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.
jQuery, Google Maps, LeafletJS
Solr, Git, Vim Text Editor, Microsoft Excel, Bloomberg, Microsoft PowerPoint, RiskMetrics, Apache Solr, Amazon Simple Email Service (SES)
Linux, Windows, Amazon EC2, AWS Lambda, Amazon Web Services (AWS)
MySQL, Amazon S3 (AWS S3)
Quantitative Modeling, Amazon Route 53, Linear Regression, Quantitative Finance, Risk Models, Risk Reporting, Fixed Income, Options Trading
Laravel, CodeIgniter 3
Master's Degree in Finance (Econometrics, Operations Research and Financial Engineering, Statistics)
Princeton University - Princeton, NJ, USA
Bachelor of Science Degree in Electrical Engineering with a minor in mathematics
University of Pennsylvania, School of Engineering and Applied Science - Philadelphia, PA, USA
Bachelor of Science Degree in Economics with a concentration in finance
University of Pennsylvania, Wharton School - Philadelphia, PA, USA