In my current role, I am contributing to an innovative project aimed at developing a world-class no-code suite for strategy creation and parameter optimization. My key responsibilities include:- Backtesting Complex Strategies: Conducting backtesting of financial strategies using trading data, incorporating Moving Averages (MA), Bollinger Bands (BBands), and Relative Strength Index (RSI) to ensure their effectiveness and reliability.- Automation of Backtesting Processes: Creating dynamic code to automate the backtesting process, improving efficiency and precision in strategy evaluation.- Optimization Framework Development: Designing and implementing a comprehensive optimization framework that enables users to fine-tune strategies effectively.- Prototype Development: Developing an initial prototype for both the front-end and back-end of the trading platform, facilitating user testing and feedback.- Cross-Functional Collaboration: Working closely with product development and UX design teams to ensure the platform is user-friendly and aligns with client needs.

- Analyzed Peta-byte scale data from the Belle detector at KEK, Japan.- 5 years of coding and data analysis experience using Python and C++.- Applied machine learning for signal-noise separation and background suppression.- Contributed to software development in the Belle II framework by writing and maintaining modules.- Conducted Monte-Carlo simulations, selection optimization, and bias studies.

Contributed to 24/7 detector operation during visits in 2018, 2019, and 2020.Monitored and reported detector performance to an international team.