About Me
I am a volatility trading and index rebalancing quant at a CT based buy side firm. I hold a PhD from University of Texas at Austin. I am a US permanent resident.
Key Achievements
Technical Expertise
Programming & Tools
- Python (Advanced)
- SQL & SQLAlchemy
- Azure Artifacts
- Poetry Package Manager
- Git & Version Control
Financial Analytics
- Options Trading Strategies
- Volatility Modeling (SVI, SSVI)
- Delta Hedging
- Risk Management
- Portfolio Optimization
Machine Learning
- XGBoost & Random Forest
- Genetic Algorithms
- SHAP Feature Importance
- Monte Carlo Simulations
- Bayesian Inference
Mathematical Methods
- Black-Scholes PDE
- Convex Optimization
- MCMC Methods
- Time Series Analysis
- Statistical Modeling
Professional Experience
Consultant, Asset Management Firm
Index Rebalancing: Implemented sophisticated rebalancing systems for geopolitical risk filtering with convex QP S&P 500 tracking error minimization. Delivered consistent 100-300bps alpha with 10-20% Sortino ratio outperformance.
Options Trading: Built comprehensive Python backtesting framework achieving Sharpe ratios exceeding 1.5 on index options and 40%+ CAGR on single stock options. Optimized code performance by 95% through vectorized operations.
Sector Rotation: Developed greenfield sector rotation system for 11 SPDR ETFs with 50+ engineered features and bi-objective beta-neutral alpha maximizing optimizer.
Computational Engineer, VISIE Inc.
Implemented Python code to control robotic arm of surgical navigation prototype. Played instrumental role in securing $8.2M Series A investment by enhancing precision in robotic control systems.
Computational Lead, Sapientai LLC
Adapted fusion analytics algorithm for stock price prediction and PDE discovery. Implemented robust ML framework using Random Forest and XGBoost to validate model accuracy and refine predictions.
Education
University of Texas at Austin
Doctor of Philosophy in Engineering Mechanics
Personal Projects
Shenanigans
