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Work Experience
Quantitative Researcher / Developer
Datum 9 Analytics•  March 2016 - Present
• Datum 9 is a startup hedge fund specializing in long/short global-equity portfolio management. • Established processes and procedures to separate research and development from production. • Programmed, designed, and maintain all trading models using R, Python, and MySQL allowing the inception of a repeatable process for frequent portfolio rebalances. • Develop and maintain end-to-end research system using AWS architecture including S3, RDS, Redshift, Lambda, Docker, and Step Functions to automate ETL processes between data sources, proprietary MySQL data warehouse, trading models, and research tools. • Design tactical signals and programmatically backtest performance using statistically valid methods. • Apply machine learning algorithms from Scikit-Learn in Python including ensemble methods as part of our team’s research efforts to improve the predictive accuracy of stock-picking models. • Built a factor-timing model using a customized weak learner and the AdaBoost algorithm to improve selection within previously optimized buy and sell lists. • Conducted extensive research to design a multi-factor risk model and risk-based performance attribution system. Factor returns are estimated using a restricted, generalized least-squares model while preserving an intuitive meaning for the intercept by not omitting any dummy factor levels. • Hosted a shiny-server app on EC2 programmed in R to visually display factor exposure and returns.
Education
Georgia Institute of Technology, Atlanta
Computer Science, MS•  September 2018 - Present
Software Development Process, Machine Learning, Artificial Intelligence, Reinforcement Learning
University of Chicago, Chicago
Financial Mathematics, MS•  September 2013 - March 2016
Emphasis on applied mathematics, statistics, and probability.
DePaul University
Mathematics, Non-degree•  June 2011 - May 2013
Ten classes in calculus, linear algebra, probability & statistics.
Boston College
Economics, BA•  September 2003 - May 2007
• Honors thesis: The Evolution of Skill-Biased Effects on American Wages, A study on the effects of technology and trade on wages in the United States, published in Journal of Labor Research. • Finalist in the International Atlantic Economic Society Best Undergraduate Paper Competition. • NCAA Division I Track and Field walk-on pole vaulter all four years.
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