Team leader - Trading & Quantitative Research

• Aug 2022 - Present

Summer Intern - Quantitative Research

• Jun 2022 - Aug 2022

Analyst - Trading & Quantitative Research

• Sep 2021 - Jun 2022

• Sentiment Analysis project in collaboration with Lynx, a USD 7 billion AUM Quantitative Hedge fund. • Analysis of social media platforms and channels to use in systematic trading. • Analysis of data availability on these platforms and the usage of NLP models to quantify sentiment. • Creation of multiple social media sentiment trading signals and analyzing their predictability on US Equities. • Sentiment Analysis project in collaboration with Lynx, a USD 7 billion AUM Quantitative Hedge fund. • Analysis of social media platforms and channels to use in systematic trading. • Analysis of data availability on these platforms and the usage of NLP models to quantify sentiment. • Creation of multiple social media sentiment trading signals and analyzing their predictability on US Equities.

Analyst - Front Office

• Jan 2021 - Jun 2021

• My main assignment at the OQAM Front Office department was devoted to commodity price driver research. • Researched the fundamentals of selected commodities: producers, consumers, exports & imports. • Analyzed the portfolio perspective of selected commodities in terms of asset allocation and security selection. • Investigated alternative data sources & how the commodities are pitched by exchanges and media etc. • Presentation of selected drivers for each commodity to the Chief Investor Officer in a convenient format. Show less

Analyst - Trading & Quantitative Research

• Sep 2020 - Mar 2021

• Machine learning project in collaboration with OQAM, a SEK 250 million AUM Quantitative Hedge fund. • Developed a dynamic data-driven asset allocation strategy based on the Random Forest algorithm. • Investigated different machine learning models and methods and their application to financial time series. • Investigated methods to prevent backtest overfitting: feature importance analysis, purged cross-validation etc. • Conducted price driver research for the S&P 500 and refined these drivers into features based on human cognitive biases such as herd mentality. Show less

Serviceagent

• Mar 2017 - Dec 2020