Skills
§5.1
Math
›background
combinatorics ·distribution theory ·stochastic processes ·Bayesian inference ·MLE for custom distributions (skew-normal, skew-t)
hypothesis testing ·MLE ·bootstrap / resampling ·likelihood-ratio testing ·regression diagnostics (heteroskedasticity, BP test)
panel data & fixed effects ·DDD / DID identification ·GLM (probit, logit, heteroskedastic probit) ·FGLS ·nonlinear least squares
speed arithmetic ·estimation under time pressure
combinatorial game analysis ·expected-value optimization ·positional/synergy scoring
§5.2
Machine Learning
›background
gradient-boosted trees (XGBoost) ·walk-forward cross-validation ·model calibration ·feature engineering
PySpark / Databricks pipelines ·deep learning model tuning (Nielsen)
walk-forward / expanding-window CV ·time-decay weighting ·forecast-drift modeling
§5.3
Computer Science
›background
pandas / numpy ·statsmodels / scipy ·XGBoost ·ETL / pipeline scripting
querying & joins ·local database pipelines
ETL pipelines ·idempotency / data-integrity constraints ·failure handling (kill switches) ·reconciliation logic
closed-form numerical implementations ·Python bindings (pybind11)
§5.4
Markets & Trading
›background
fair-value estimation ·live order execution ·edge detection
DV01-matched Treasury hedging ·Treasury relative-value / repo-premium modeling ·rates fair-value pricing (Bachelier)
Black-Scholes pricing (European options)
orderbook depth-of-book analysis ·bid/ask mechanics ·fill-probability estimation
Kelly-criterion sizing ·position caps ·drawdown analysis ·kill-switch safeguards
§5.5
Leadership & Activities
Work Experience
DV01-matched Treasury hedging and rates relative-value research (Jun–Aug 2026)
Databricks/PySpark deep-learning pipeline for purchase-journey analytics (Jun–Aug 2025)
Automated outreach scripts lifted response rates ~50%, adopted team-wide (Jun–Aug 2024)
Leadership Positions
4 Years on Executive Board, lead BC's largest student led club
Lead BC's first ever quantiative finance club and recruiting cohort
Leadership Positions
Started the biggest international non-profit consulting organization's BC branch
Lead volunteer program teaching piano to underprivledged kids grades K-5
Competitive Activity
Winner of competitve intermural division
Active member: root, dune imperium, catan, war chest