Quantitative Analyst, Research & Technology,
Jul, 2022 - Sep, 20242 years 3 months
Oversee the analysis and implementation of systematic strategies across a broad range of asset classes including equities, bond futures, and commodity futures for funds totaling $1.6B in AUM
Optimized event-driven and long-short equity strategies, reducing daily runtime by over 50 percent and improved risk-adjusted returns
Built scalable portfolio valuation and market data aggregation framework in Python, replacing spreadsheets for daily valuation of $400MM portfolio
Manages team-wide production codebase, code environment, and documentation; implemented code repository and shared environment, eliminating the use of five disparate environments
