Meeting weekly with analysts and PhD supervisors to improve the current volatility-scaled momentum strategy and long/short hedge to protect from factor reversals, using Python and R. Assigned responsibility as portfolio manager and risk manager for the first and only quantitativestrategy implemented, trading the strategy and ensuring exposures remain within limits. Quarterly pitches to the academic committee and advisory board, made up of representatives from JP Morgan, Barclays, Deutsche Bank, Aviva Investors, and Tikehau Capital.

Internship in the Manchester office of GP Bullhound, an investment bank with an asset management arm whose specialism lies in the technology sector.

Internship in the Corporate Law department for the London office of Squire Patton Boggs.