Delta neutral market making and statistical arbitrage

HFT

. Built models to predict loss ratios for property insurance policies, utilizing both regression and classification. Worked on a custom validation strategy geared towards replicating real world performance with respect to financial metrics. Developed a web service for moving models to production. Collaborated on building a wildfire risk map

. Worked on classification problems related to optimizing operations. Constructed custom datasets with uniquely crafted features on SQL server using a large database. Applied machine learning algorithms such as boosting, random forests and their variants on data extracted from SQL. Used ensemble techniques and combined different models to achieve better generalization. Deployed models to production and built feedback mechanisms. Conducted A/B testing to monitor the performance of models with respect to business metrics

. Worked with the software development team and experienced an agile development environment.

. Implemented a Java program that scraped websites and produced word distributions for each page.. The distributions were used by the SEO team to provide recommendations and gain insight on client websites such that websites would rank higher on search engines due to unique content.