Kelly Mao Email & Phone Number

New York, New York, United States

At Karya, I was responsible for updating and modernizing the pricing and risk systems, which up until I joined were mostly running on legacy code.In this role, I single-handedly developed a custom Python framework for our applications that prioritized ease of use and modularity. This enabled our small team of quantitative analysts and developers to more easily maintain and update our systems, as well as to produce prototypes and updates at a more rapid pace in order to keep up with changing market conditions.Additionally, I was responsible for porting all of the firm's custom pricers to the new framework. As a result of this project, we were able to make desired updates to the pricers that enabled them to be faster and more precise, enabling the traders to track their risk and PnL more accurately both during the trading day and even after market close. While working on this project, I also gained a broad understanding of the intricacies of many different financial products, as our firm is a global macro hedge fund that trades in a wide array of asset classes.

New York, New York

My junior year summer internship. I primarily worked independently creating models that would assist traders in better identifying relevant information in order to devise new trading strategies. The primary language I created my models in was R, but I also learned to use Bloomberg and MySQL in order to obtain data.Primary Projects:• Created an automated model to assist traders with better visualizing changes in the correlations of key factors over time• Created an automated model to identify the fair value of currencies in order to assist traders with identifying risks in hedging• Produced an automated backtesting model in order to evaluate the performance of trading strategies• Contributed a section in the monthly newsletter distributed to the investors of the fund on the divergence of currency factors from equities and fixed income

Chicago, Il

My campus job, spring quarter of my junior year. At this job I was one of the people involved in grading homework and providing feedback to students for STAT 23400, an undergraduate statistics course with roughly 200 enrolled students.

Haverford, Pa

Worked under Joseph Sweeney, the Director of Innovation at the Haverford School to build an online mathematics module in order to integrate computer interactivity into the learning environment. The goal of the mathematics module was to provide students with dynamically generated problems and feedback, allowing them to test their mathematics skills and better understand how to improve themselves.The project was primarily programmed in Python, though the front end display included HTML and LaTeX components as well.

Master'S Degree, Mathematics In Finance

Bachelor'S Degree, Economics

Activities and Societies: Max P Council (2014-2015), Flint House Council (2013-2015), UChicago Bridge Team (2012-2016)