Quantitative Analyst2019 - 2020Oxford Asset Management
Technologies: Git, C++, Python
- Researched and implemented several signals for a greenfield statistical arbitrage project.
- Developed a framework for hyperparameter exploration.
- Developed various visualization tools for simulation results.
Quantitative Developer2016 - 2019Oxford Asset Management
Technologies: Git, Python, Boost, Standard Template Library (STL), C++
- Researched, developed, and deployed a data-process that forecasts stock volumes and a library/data-process that estimates stock betas for most publicly traded stocks.
- Helped develop and evolve the core statistics library.
- Developed several tools for P&L analysis and attribution.
Software Developer2012 - 2015CST AG (now part of Dassault Systèmes)
Technologies: Microsoft Visual Studio, Python, OpenMP, C++
- Developed an algorithm for system identification and netlist synthesis via inverse Fourier transformation that beat the top competitor.
- Built a large dataset for the evaluation and development of the above system identification algorithm by scraping the test suite.
- Conducted research projects in signal processing and microwave filter identification.