Researcher and engineer with strong background in applied mathematics, machine learning, and high-performance programming. Experienced in developing and backtesting trading strategies, implementing time series models (ARIMA, GARCH, Kalman Filter), and applying risk management techniques (VaR, CVaR). Proficient in Python, C++, and SQL with expertise in optimization, stochastic processes, and statistical modeling. Demonstrated ability to combine entrepreneurial execution with rigorous data-driven analysis.
(Prof. Soroush Vosoughi, MIT PhD / Harvard Postdoc)
Programming & Systems: Python (NumPy, Pandas, SciPy, scikit-learn, PyTorch, TensorFlow), C, C, SQL, Linux/Unix, Git, Docker, AWS, CI/CD, Jupyter, Matplotlib, Plotly
Quantitative Methods: Probability & Statistics, Linear Algebra, Optimization (CVXOPT), Time Series (ARIMA, GARCH, Kalman Filter), Monte Carlo Simulation, Backtesting, PCA & Factor Models, Regression Analysis, Risk Modeling (VaR, CVaR, Stress Testing), Stochastic Processes & SDEs