Intern, Quantitative Analyst Resume Dallas, Texas - Hire IT People

TECHNICAL SKILLS

Technical: Python, MATLAB, C++, R, SQL, Stata, Cython, Linux, SAS, Perl, Microsoft Office, SPSS
Conceptual: Time Series Analysis, Monte Carlo Simulation, Data Analysis, Regression, Financial Derivatives Valuation

PROFESSIONAL EXPERIENCE

Confidential, Dallas, Texas

Intern, Quantitative Analyst

Responsibilities:

Facilitated the Director of Quantitative Research, Dr. Carl Hopman, in implementing his proprietary equity neutral trading strategy that is built upon machine learning (over 12,000 lines of code in Python, with over 500 stock - selection signals)
Automation of data preprocessing by performing data cleaning, accurate imputation, and efficient data management (including data merging, reshaping, and reorganizing), using libraries including Pandas, Numpy, and Scipy as well as ad hoc functions
Automation of efficient computation of stock trading signals based on over 25 GB of raw data each day across five primary themes, queried utilizing SQL from various data vendors, including Bloomberg and Capital IQ. These signals are then fed into the machine learning algorithm to assess their optimum weighting for use in real-time trading and daily back-testing
Automation of anomaly detection and error reporting to Dr. Carl Hopman using Perl script
Further Optimization: Significant improvement of code performance using Cython and other code optimization techniques Validation and refinement of the trading strategy throughout implementation
Worked with Quantitative Research team in designing a trading framework for dynamic portfolio selection with transaction costs

Quantus Engineer

Confidential, Champaign, IL

Responsibilities:

Performed independent model validation and implementation of the SVAR models and Exotic options pricing model in Python via model assumption review, input data quality control, and benchmark model development
Engineered an internal risk monitoring and escalation system by creating multiple risk measures such as DV01, long/short exposure, security concentration, Greeks, VaR, etc in Python, and visually presented it on Dashboard
Performed analysis on commodities to build filtration rules, such as sufficient liquidity, to determine the viability of possible trading pairs