Quantitative Trader2010 - 2013Two Sigma
Technologies: Java, Python
- Created systematic forecasts and trading strategies for exchange-traded equities in US, EU, and Asia.
- Analyzed and joined many public and proprietary data sets to predict future returns and prices.
Quantitative Developer2007 - 2009D. E. Shaw and Co.
Technologies: C++, Python, Perl
- Fixed Income Analytics.
- Forecasted mortgage prepayment and default at the deal level and individual loan level.
- Developed credit default analysis on residential mortgages.
Software Design Engineer2004 - 2007MIcrosoft
- Contributed to mobile development on the Windows Phone team.