Quantitative Researcher
Researching and implementing systematic strategies with a focus on volatility relative-value. Focused on a variety of asset classes including equities, commodities, and digital assets.
Bridging rigorous mathematics and live market execution. Specializing in systematic strategies for Equities, Commodities, and Digital Assets.
A history of building robust financial infrastructure.
Researching and implementing systematic strategies with a focus on volatility relative-value. Focused on a variety of asset classes including equities, commodities, and digital assets.
Played a key role in architecting Paradex, a CLOB DEX. Focused on bridging traditional financial engineering with DeFi constraints.
Interned on a systematic volatility desk, focused on dispersion strategies on European equities. Supported the development of trading algorithms and risk management frameworks.