IVAN TRAN

Quantitative Analyst Intern

Shepherd Ventures•  June 2021 - Present

● Researched Black Swan events and how to optimize a portfolio so that it has resistance to them by investigating the relationship between Sharpe Ratio and relative drawdown between an optimized portfolio and the overall market ● Streamlined the mean-variance optimizer by redesigning and converting the data collection process in R and optimization process in Matlab into an integrated Python script with formatted output to Excel ● Optimized the Monte Carlo simulation by implementing Pandas and vectorized functions, reducing runtime by 96%

Research Assistant

UCLA Anderson School of Management•  October 2019 - June 2021

● Researched the relationship between unusual events and extreme holding changes of publicly traded companies ● Conducted market research on mid-size pet food manufacturers by consolidating company data from multiple databases ● Aided in the preparation and reviewing of corporate finance course slides for easy accessibility to other professors ● Translated and edited presentation slides from LaTeX editing language into markdown using Pandoc