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.
Years of Experience in Analytical Role:
Finding a New Position, Networking
Comment Wall (2 comments)
You need to be a member of AnalyticBridge to add comments!