“This year, thousands will try to become quant professionals. Few will arrive ready to compete on day one—I will.”
I aim to join a top-tier quantitative team in finance where I can apply my passion for markets, strong quantitative background, and programming expertise to build robust models, signals, and decision tools. I want to be on a team where data drives decisions and where I’m challenged to think fast, iterate faster, and deliver results.
With experience in alpha factor mining, statistical arbitrage, and systematic strategy development, I bring the mindset of a problem-solver and the toolkit of a quant. I've built and backtested intraday strategies using TA-Lib and custom indicators, implemented PCA-processed macro models for forecasting market prosperity, and engineered factor-driven frameworks for risk-managed execution. My work reflects both precision and speed—skills that matter in any quantitative role.
Employers will benefit from my ability to turn noisy data into signals, test ideas rigorously, and code production-ready tools in Python. I thrive under pressure, ask the right questions, and adapt quickly to new regimes and problem settings.
I bring not only technical edge but also market intuition sharpened by diverse experience across data science and finance. I want to work where every basis point—and every model improvement—matters.
I’m available to speak via Zoom or in person to show how I can deliver value to your quantitative team from day one.
