I am a Quantitative Analyst with a strong background in data science, quantitative research, and financial markets. At Elevate, I engineer and implement algorithms to optimize asset swaps, develop arbitrage trading strategies, and lead market-making research on decentralized exchanges. My work enhances transaction outcomes, reduces slippage, and supports token price stability with minimal capital.Previously, I worked as a Data Scientist and Quantitative Researcher at Double River, where I developed machine learning models for trading signals, created option-based alpha strategies, and led the development of a rolling option hedging strategy. I hold an MS in Mathematics from Brigham Young University, where I specialized in deep learning, asset pricing, and arbitrage in cryptocurrency markets.I have advanced proficiency in Python, including libraries like NumPy, PyTorch, and TensorFlow, and experience with SQL, C++, and decentralized exchanges like Uniswap V3. I am passionate about leveraging data science and quantitative analysis to drive innovation in financial markets.