Buy-side professional with proven experience using quantitative methods and software to research investment portfolios, market dynamics, and strategies. Advanced proficiency in a variety of tools such as: Bloomberg Terminal, MiniTab, JMP, Tableau, Morningstar Analytics Lab, PyCharm, RStudio, and proprietary risk management platforms at Goldman Sachs. Extensive experience and comfort working with large and noisy financial datasets spanning across asset classes and derivatives.Extensive experience in Python and other languages to research across asset classes and strategies, including derivative-oriented and derivative-only strategies. Experience using a variety of portfolio optimizers (e.g., Axioma Portfolio GUI, , etc.) and optimization techniques for index decomposition and portfolio construction. Authored over 150,000 lines of code in Python, covering backend and frontend development for investment research and tooling.Key statistical proficiencies include regression for factor analysis, Markov Chain and bootstrap Monte Carlo, PCA, optimization, hypothesis testing, and time series analysis.
Listed skills include Teamwork, Powerpoint, Research, Public Speaking, and 3 others.