Analytically inclined, with a strong foundation in mathematics, statistics, and physics, pursuing opportunities in quantitative finance and contemporary physics research. Interested in 1) applying quantitative methods to optimize investment decisions, and 2) research in particle physics, condensed matter physics, and astrophysics.
Worked with FX Options, Bond Trading, Equities Trading, and Quantitative Development Group desks. Analyzed and modeled stock options using Black-Scholes while concurrently studying introductory material for mathematics of quantitative finance, such as PDEs, stochastic calculus, and rudimentary probability theory.
Worked as a lifeguard at the local pool during the summer.
Worked as an assistant teacher for a STEM program meant for teaching elementary age kids the basics of engineering and physics.
felipe.a.chaladovsky@gmail.com