Quantitative Trader
2010 - 2013Two Sigma- 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.
Technologies: Python, JavaQuantitative Developer
2007 - 2009D. E. Shaw and Co.- Fixed Income Analytics.
- Forecasted mortgage prepayment and default at the deal level and individual loan level.
- Developed credit default analysis on residential mortgages.
Technologies: Perl, Python, C++Software Design Engineer
2004 - 2007MIcrosoft- Contributed to mobile development on the Windows Phone team.
Technologies: C++