Associate Research Analyst
Fitzroy Advisors, Llc
New York, New York, United States
- Cut report preparation time by 30% using Python and Bloomberg’s API v3 by automating comparison analysis reports for equities
- Reduced annual tail-end VAR by 8-12% by developing key risk management tools such as time-series pairwise correlation tracking
- Decreased memory usage by 40% and improved run times by 20% by refactoring old fundamental factors codebase into Cython
- Introduced a priority operating procedure for ranking trade opportunities saving 20 minutes a day for PM's
- Wrote company research for PMs including news, analyst commentary, sector sentiment, valuations, and quantitative factor rankings with focus on the Software industry and Technology sector