Quant Researcher

Financial Services Professional New York City, New York, United States

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Summary

U.S. Citizen with over 15 years of experience in quantitative research, financial engineering, and machine learning-based modeling for credit and foreign exchange (FX) derivatives. Known team motivator and inspirer who possesses excellent skills in developing innovative and effective models and algorithms.
His expertise includes machine learning research, where he has developed models for evaluating pricing of Municipal bonds, generating over $10m per trader per year. He has also created neural network-based models for Muni benchmark curves, successfully developed alpha generation via factor model and correlation-based clustering, and utilized NLP techniques for analyzing Bloomberg messages.
He has conducted algorithmic trading research via advanced techniques and created an Exactly solvable model for exotic FX option Accumulative FWD.

Expectations

Based on my experience in quantitative finance and machine learning, I am well-versed in the development of innovative models and algorithms. Additionally, my experience in team leadership and motivation highlights my ability to inspire and motivate others to achieve their goals.

In my new job, I may be seeking the opportunity to work on challenging projects that allow me to apply my expertise in quantitative finance and machine learning.

Given my experience as a team motivator and inspirer, I may be seeking a role in which you can lead and mentor others, helping to build a collaborative and supportive work environment. Additionally, I may be interested in opportunities to collaborate with other experts in my field, allowing you to learn from others and contribute to the development of innovative solutions.