Experience

Undisclosed

• Financial Services
• 700 & Above Employee

• Quantitative Trader

  • Aug 2022 - Present



bp

• United Kingdom
• Oil and Gas
• 700 & Above Employee

• Data Strategist

  • Jul 2016 - Jul 2022

  Leveraged statistics and fundamentals to build systematic trading strategies for FTRs and energy futures (power and natural gas) . Pioneered novel approaches to statistical arbitrage and portfolio construction. Leveraged statistics and fundamentals to build systematic trading strategies for FTRs and energy futures (power and natural gas) . Pioneered novel approaches to statistical arbitrage and portfolio construction.



Goldman Sachs

• United States
• Financial Services
• 700 & Above Employee

• Strategist

  • Mar 2014 - Jul 2016



Cornell University

• United States
• Higher Education
• 700 & Above Employee

• Graduate Research Assistant

  • Jan 2010 - Feb 2014

  In my research I used probability theory and stochastic processes to model the spread of infectious diseases with multiple host populations. In one of my projects, I analyzed the airline network data to calculate the probability of a disease outbreak spreading through movement of infectious hosts. My most recent work focuses on stochastic models for diseases that jump across species where I discovered some beautiful analogies with queuing theory.

• Teaching Assistant

  • Aug 2008 - Dec 2009

  I held weekly recitations, graded homework and exams for Multivariable calculus (Fall '08), Differential equations (Spring '09), and Linear algebra (Fall '09)



Goldman Sachs

• United States
• Financial Services
• 700 & Above Employee

• Summer Associate

  • Jun 2012 - Aug 2012

  Implemented calibration of a derivative pricing model used for equity, FX and interest rate options. Improved fitting accuracy of the model using data for benchmark options. Parallelized the optimization algorithm used for model fitting and achieved a speed-up by a factor of 7. Delivered a production ready code that was incorporated in the firm's software library. Implemented calibration of a derivative pricing model used for equity, FX and interest rate options. Improved fitting accuracy of the model using data for benchmark options. Parallelized the optimization algorithm used for model fitting and achieved a speed-up by a factor of 7. Delivered a production ready code that was incorporated in the firm's software library.



Inductis

• Business Consulting and Services
• 100 - 200 Employee

• Business Analyst

  • Sep 2007 - Jul 2008

  Worked on big data risk-modeling projects for major US financial corporations (consumer credit). Analyzed large datasets for customer segmentation, correlation analysis and identification of key variables. Implemented logistic and linear regression models in SAS programming software. Prepared spreadsheet analytics and client presentations on a weekly basis. Worked on big data risk-modeling projects for major US financial corporations (consumer credit). Analyzed large datasets for customer segmentation, correlation analysis and identification of key variables. Implemented logistic and linear regression models in SAS programming software. Prepared spreadsheet analytics and client presentations on a weekly basis.