Investment Intern
• Applied rolling regressions with statsmodels on investment manager and index data at scale to predict alpha opportunities in the US and Global Public Equity markets• Sourced Bloomberg data through Python APIs and cleaned Federal Reserve Economic Data with pandas to supplement the multivariate regression• Surveyed Buy-Side firms across private and public markets assets classes to assess look through utilization of leverage and the sensitivity to changing interest rate environments, to determine the firmwide risks implied from the exposures and to identify potential cost savings• Developed functions to parse and clean text data with regular expressions and dynamically transform and filter risk holdings data for Public Equity funds