Caltech-educated professional with trading floor experience. Areas of expertise include quantitative trading algorithms, loan default modeling, option adjusted spread, compliance implementation and equity portfolio optimization. Invented and paper-traded a quantitative strategy which outperformed the S&P 500 by 8% in eight months. Improved the ability to predict loan default by showing that FICO and CLTV scores are nearly independent. Developed software in R for loan analysis and in MatLab for computing the option adjusted spread. Entrepreneurial thinker who has three patents pending and has performed the marketing for two startup companies.
Finding a New Position, Networking
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