Heather Elizabeth Dempsey
New York City,NY
Summary
Freshly minted doctor of business administration in finance equipped with diversified expertise in mathematical modeling, time-series analysis, linear regression, statistical inference, and developing equity option backtesting applications from scratch. Familiar with C# constructs, proficient in Python, MATLAB, MySQL, and HTML. Solution-focused team player who communicates equally well with both technical and non-technical teams. Highly skilled professional delivering mission-critical systems within time and financial constraints. Developing and driving the technologies that enhance market visibility, improve trading strategies, develop alpha, and mitigate risks across global investment management, banking, and financial sectors.
Overview
12
12
years of professional experience
Work History
Quantitative Researcher
Dempsey Analytics Corporation
07.2022 - Current
- Researched potential pairs for statistical arbitrage by degree of cointegration
- Wrote scripts to automate trade signals
- Researched, sourced, cleaned and validated historical data
- Performed Monte carlo simulations to assess tail end of strategy and determine statistical significance of a backtest
- Assisted in prototype models and development of live strategies
- Performed anomaly detection
- Backtested in MATLAB and implemented in Python
- Prepared data visualization and presented finding and proposed next steps in daily meetings.
Quantitative Researcher Associate
Karya Capital Management L.P.
New York, NY
08.2020 - 07.2022
- Developed automated trading strategies using advanced statistical methods
- Developed a Python application to test option strategies using historical data
- Collaborated with a specialized team to code functions to calculate implied vol and the Greeks
- Designed and populated trade blotter, graphed historical impact on P&L and risk exposure
- Developed an algorithm to generate trade signals using advanced statistical methods
- Translated existing research strategies into a backtesting application now used in production
- Improved trading strategies through analysis of backtesting results, charted cumulative, realized P&L and the Greeks
- Implemented recursive regression algorithms in MATLAB to capture regime shifts of the weakening inverse correlation between the VIX and S&P 500
- Developed ML dashboard using the Flask web development framework, providing interactive data visualization and historical volatility
- Wrote ETL applications to import financial historical data using flat files into MySQL database.
Data Analyst Intern
Phibro LLC
Westport, CT
06.2012 - 12.2014
- Performed anomaly detection, cleaned, and validated data
- Assisted in hypothesis testing using regression analyses and statistical inference
- Made schema modifications to the databases as requirements changed
- Presented findings to management
- Managed and processed large data sets and investigated financial market trends
- Performed anomaly detection
- Presented findings in daily SCRUM meetings
- Uploaded daily trade settlement reports to clearing brokers
- Assisted in trade cost analysis (TCA) of equity trades and data and prepared PowerPoint presentations
- Analyzed and evaluated data collected during research
- Conducted ad hoc research
- Communicated with technical and non-technical stakeholders.
Education
Doctor of Business Administration in Finance -
Sacred Heart University
01.2022
Master of Science, Computer Science & Information Technology, Honors -
Sacred Heart University
01.2017
Bachelor of Science in Mathematics -
University of Connecticut
01.2014
Skills
- Python 3x
- HTML
- MATLAB
- SQL Server 2014/16
- MySQL
- MS Excel
- MS Word
- MS PowerPoint
- Beyond Compare
- Notepad
- Agile software development/ML/AI
- Windows Server 2012R2
- Windows 10/11
Publications and Presentations
- Kalman Filter vs. Alternative Modeling Techniques and Applied Investment Strategies, https://digitalcommons.sacredheart.edu/wcob_theses/24/
- Effect of Negative Interest Rates on Profitability of Commercial Banks
- Liquidity and Random Walk Theory: Forecasting Returns
- Predicting Corporate Bankruptcy
Areas of Emphasis
- Machine Learning
- Artificial Intelligence
- Financial Modeling & Forecasting
- Market Data & ETL
- Market Research & Analysis
- Strategy Development & Backtesting
- Project & Program Management
- Risk Management & Compliance
- Data Collection & Analysis
- Equities
- Equity Options
- Problem Solving & Resolutions
- Leading, Training, Mentoring
- Documentation Creation
- Skilled Speaker & Presenter
- Cross-Functional Collaboration
Professional Development
- Probability & Statistics | University of London
- SQL for Data Science | University of California, Davis
- Tool for Data Science | IBM
- Data Science | IBM
- Python Data Structures | University of Michigan
- Python Programming | University of Michigan
Personal Information
Title: QUANTITATIVE RESEARCHER
Awards
Upsilon Pi Epsilon – International Honor Society for Excellence in Computing
Timeline
Quantitative Researcher
Dempsey Analytics Corporation
07.2022 - Current
Quantitative Researcher Associate
Karya Capital Management L.P.
08.2020 - 07.2022
Data Analyst Intern
Phibro LLC
06.2012 - 12.2014
Doctor of Business Administration in Finance -
Sacred Heart University
Master of Science, Computer Science & Information Technology, Honors -
Sacred Heart University
Bachelor of Science in Mathematics -
University of Connecticut
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