Quantitative Research Intern
Current– Developed Volatility forecasting models leveraging return and infrastructure metadata, enabling more accurate risk management and pricing strategies– Validated Infrastructure Mosaic scoring system by analyzing 10+ years of amber asset returns, demonstrating ~80% explanatory power through machine learning and identifying significant positive correlations (p<0.05) with risk-adjusted performance metrics– Implemented a quantitative framework analyzing 141 short-WALT assets, revealing an 84% renewal success rate and a 17.13% average performance improvement, driving risk-adjusted return optimization and uncovering significant mispricing opportunities– Secured a full-time return offer