Experience

One William Street Capital

• United States
• Financial Services
• 1 - 100 Employee

• Vice President

  • Oct 2022 - Present

  Desk Quant at the relative value trading desk. CDX, CDS, tranches, equity index etc. Desk Quant at the relative value trading desk. CDX, CDS, tranches, equity index etc.



Citadel

• United States
• Financial Services
• 700 & Above Employee

• Quantitative Developer

  • Jul 2017 - Oct 2022

  Primarily involved with design and development of portfolio analytics, market modeling, risk management, margin optimization, etc. 1. Regime Research Framework Design and implement the framework for defining, publishing and loading economic regimes for various regime types (rule based, model based, multi-state etc.). Research on regime transition probabilities between states such as expansion, slowdown, late cycle, crisis, recovery etc. The framework is also adapted by trading desks for… Show more Primarily involved with design and development of portfolio analytics, market modeling, risk management, margin optimization, etc. 1. Regime Research Framework Design and implement the framework for defining, publishing and loading economic regimes for various regime types (rule based, model based, multi-state etc.). Research on regime transition probabilities between states such as expansion, slowdown, late cycle, crisis, recovery etc. The framework is also adapted by trading desks for back testing systematic strategies and researching macro strategies. 2. Scenario Market Framework Design and implement the framework for defining various scenarios to apply to the market. Contribute to the market library that shocks market factors based on specified shocks or historical market moves. Support market move extraction and introspection. User can define custom scenario reports leveraging the scenario framework and firm’s UI front end. 3. Risk management Design and implement the business’s mainstream cloud based real-time trading and risk management system running vol, var, stress, drawdown, guideline etc. Build libraries for vol model, var model, stress analytics etc. 4. Leadership Manage interns and full-time quantitative developers. Skills: Python, C++, cloud computing, finance. Show less Primarily involved with design and development of portfolio analytics, market modeling, risk management, margin optimization, etc. 1. Regime Research Framework Design and implement the framework for defining, publishing and loading economic regimes for various regime types (rule based, model based, multi-state etc.). Research on regime transition probabilities between states such as expansion, slowdown, late cycle, crisis, recovery etc. The framework is also adapted by trading desks for… Show more Primarily involved with design and development of portfolio analytics, market modeling, risk management, margin optimization, etc. 1. Regime Research Framework Design and implement the framework for defining, publishing and loading economic regimes for various regime types (rule based, model based, multi-state etc.). Research on regime transition probabilities between states such as expansion, slowdown, late cycle, crisis, recovery etc. The framework is also adapted by trading desks for back testing systematic strategies and researching macro strategies. 2. Scenario Market Framework Design and implement the framework for defining various scenarios to apply to the market. Contribute to the market library that shocks market factors based on specified shocks or historical market moves. Support market move extraction and introspection. User can define custom scenario reports leveraging the scenario framework and firm’s UI front end. 3. Risk management Design and implement the business’s mainstream cloud based real-time trading and risk management system running vol, var, stress, drawdown, guideline etc. Build libraries for vol model, var model, stress analytics etc. 4. Leadership Manage interns and full-time quantitative developers. Skills: Python, C++, cloud computing, finance. Show less



Microsoft

• United States
• Software Development
• 700 & Above Employee

• Applied Scientist

  • Mar 2016 - Jul 2016

  Bing Search Involved in Bing search team local relevance division. Optimize local search query accuracy based on location data. Skills: data mining, map reduce.

• Software Engineer

  • Apr 2014 - Mar 2016

  Cloud Security Team Design and implement services and features in Microsoft cloud infrastructure, covering Security token service, authentication library, automated replication service etc. Skills: cloud service design and implementation.



University of Washington

• University of Washington

• Research Assistant

  • Mar 2013 - Feb 2014

  Database performance benchmarking on android devices. Create tools that verify the correctness of database operations and logs the usages during the benchmarking for performance analysis. Skills: Android development using Java. Database performance benchmarking on android devices. Create tools that verify the correctness of database operations and logs the usages during the benchmarking for performance analysis. Skills: Android development using Java.



Microsoft

• United States
• Software Development
• 700 & Above Employee

• Software Development Engineer Intern

  • Jun 2013 - Sep 2013

  Windows Azure Fabric Controller Team JIT(Just-In-Time): Designed and shipped a service that allows users to have temporary access to resources and services by granting tokens with an expiration time. Skills: Object oriented design and development in C#. Windows Azure Fabric Controller Team JIT(Just-In-Time): Designed and shipped a service that allows users to have temporary access to resources and services by granting tokens with an expiration time. Skills: Object oriented design and development in C#.