Quantitative Data Research Lead
CurrentData Strategies Group, Citadel.✔ Managed the alternative data featurization team and developed alpha-generating features from trillion-scale noisy data sets. Research outputs (including forecasts, machine learning algorithms, and web apps) directly impact trading decisions of investment teams in equities, fixed income, commodities, and more.✔ Pioneered extensive research on the firm's most important alternative data sets, and became the firm's widely-acknowledged expert on representative panel construction, bias correction, cohort comparison, and many more. Speaker at Citadel's annual alternative data summit since 2018.✔ Built the alternative data observatory which provides a real-time and comprehensive read on economic activities, became the one-stop-shop for alternative data signals, and is used weekly by >30% members of the Citadel Investment Group.