Worked as a Quantitative Research Analyst with expertise in data analysis, trading strategies, and financial modeling. Proficient in Python, C++, SQL, and software tools, with experience in algorithmic trading. Knowledgeable in system design, databases, networks and financial derivatives. Passionate about coding, software systems, markets, derivatives, and trading strategies
Work History
Quantitative Research Analyst
Greenland Investment Management
10 2022 - 07 2023
Conducted fundamental arbitrage research on Soybean commodities, analyzing fair value and spread calculations for futures trading on CME and DCE exchanges.
Interpreted signals from Soybean spreads, fair values, and fundamental price and volume data; backtested trading strategies based on these signals.
Calculated interest rates for various commodity contracts, supporting daily trading operations.
Developed a trade monitoring system to track filled trades, prices, and volumes across exchanges, enabling daily PnL calculations.