Offerings and recommendations science.

Led new development of end-to-end algorithmic pricing platform for air and ocean freight covering $1B+ in freight transactions. Implemented cost estimation, revenue and inventory management, and conversion and elasticity modeling. Owned end-to-end life cycle from model research to production software development and deployment. Built time series forecasting library and models for forecasting freight rates and lane-level demand.Developed and owned internal ocean freight reservation and allocation management tool with $5M+ annual impact.Improved gradient-boosted tree model for shipment transit time prediction.Developed internally open source and widely adopted package for data tooling, covering static typing and validation for tables, integration with cloud platforms, and automated code generation.Promoted February 2021. Top GitHub committer in commits and lines of code in science team. Mentored junior team members and interns. Established team-wide standards for scientific research and software development. Conducted 100+ interviews.

Alpha research for equity and futures statistical arbitrage strategies at systematic hedge fund using terabytes of structured and unstructured data.Natural language processing on news and corporate filings data. Contributor to full software development life cycle of Python-based alternative data platform on AWS and on-premise systems.

Multi-asset, systematic global macro, and quantitative equity research.Researched systematic macro strategies in developed markets covering country level equity, fixed income, currencies and commodities supporting several billion dollars in funds across total return and absolute return mandates.

Quantitative research for ~$5B systematic emerging markets equity fund. Alpha research employing systematic value, quality, and macro factors. Introduced code libraries for evaluating the effects of corporate actions (buybacks, equity offerings, mergers and acquisitions, etc.) on asset prices and fundamentals. Revamped code for building optimized alpha streams and efficiently implementing portfolios across global equity markets. Built structural and empirical models to predict corporate bankruptcy and financial distress.

Developed quantitative investment models and infrastructure in Python to support the first major open-source algorithmic trading platform. Helped to grow a community of users in an effort to democratize systematic investing.

Summer research analyst on the Global Interest Rate Strategy desk, covering sovereign bonds, callable bonds, swaps, swaptions, structured rate products. Relative value, global macro, event-driven strategy development.

Quantitative research analyst in the International Active Equity division, focusing on long-only strategies in international equities. Researched and implemented top-down and bottom-up quantitative models for portfolio construction, asset allocation, and stock selection employing value and momentum factors.