Worked as a quant developer, implemented fixed-income investment models, optimizing efficiency, ensuring accurate data feeds, and managing the entire model lifecycle from development to production.

ACHIEVEMENTS:

• Project: Common Alpha-Gen (CAGE) Platform - Developed core features to enable quant function encapsulation in SAS, R, and MATLAB. Executed the integration of task graphs with investment systems.

• Project: Model Implementation - Collaborated on Model Implementation and Back-Testing with Quant analyst researchers. Implemented alpha, risk, and t-cost models in MATLAB, SAS, and R for a Fixed Income platform, improving model efficiency and accuracy.

• Project: Data Management Platform - Engineered Data Management tools for efficient slicing and dicing of input data, delivering Tableau reports for front-office portfolio managers to enhance monthly attribution and investment dataset views.