Experience

Ronin Capital

• United States
• Financial Services
• 1 - 100 Employee

• Quantitative Research Analyst

  • Oct 2011 - Present

  • Developed a trading strategy for large and mid US equites• Implemented a risk reduction paradigm for large and mid cap equity model• Constructed a factor model for ETFs• Maintained daily trading support • Developed a trading strategy for large and mid US equites• Implemented a risk reduction paradigm for large and mid cap equity model• Constructed a factor model for ETFs• Maintained daily trading support



Altair Capital Management, LLC

• United States
• Investment Management

• Quantitative Analyst

  • Jun 2009 - Oct 2011

  • Developed in C++ a risk model that dynamically calculates real time security risk• Calculate risk model parameters for market, sector, industry and individual risk recursively • Constructed components of an algorithmic trading system, including data acquisition and order execution• Realized system automation through Linux tools and scripting languages• Maintained daily data support and analyzed latency and PNL performance of trading • Monitored live trading and conducted back-testing and paper-trading



University of Oregon

• United States
• Higher Education
• 700 & Above Employee

• Postdoctoral Research Associate

  • Sep 2004 - Jul 2007

  • Proposed extensions to the Standard Model of particle physics to achieve better fit to a large set of experimental data and to predict new observations at high energy collider experiment. Used Chi squared method in Mathematica• Numerically solved correlated differential equation set for renormalization flows to explain the convergence of three gauge interactions. Utilized Numerical Recipe in Fortran• Calculated electric dipole moments in SUSY with heavy scalars. Numerical integration in C++• Constrained newly proposed unparticle theory with gravity experiment. Used Fourier transformation in Mathematica



Argonne National Lab

• United States
• Government Administration
• 1 - 100 Employee

• Postdoc

  • 2001 - 2004

  • Performed a state of the art high order calculation of the production probability of a supersymmetric particle. Cancelled complicated singularities analytically. Numerically integrated over multi-dimensional phase space with Monte Carlo in F90• Proposed new ways of breaking large Lie groups in higher dimensional space. Matrix calculations done in Mathematica • Performed a state of the art high order calculation of the production probability of a supersymmetric particle. Cancelled complicated singularities analytically. Numerically integrated over multi-dimensional phase space with Monte Carlo in F90• Proposed new ways of breaking large Lie groups in higher dimensional space. Matrix calculations done in Mathematica