Quantitative Research Intern (Systematic Equities, Monetization Team)
– Modeled risk-adjusted PnL-maximizing strategies in Python, analyzing and processing over 1.2 billion data points.– Designed an object-oriented testing framework for quick iteration over 10+ strategies, and scalable workloads.– Plotted 100+ graphs over ∼20 simulations, to explain to team members the best strategy per situation.