Driven Quantitative Finance undergrad with hands-on Prime Brokerage experience at Cantor Fitzgerald and QA/implementation work at DBcom. Skilled in derivatives analytics, P&L attribution, and hedge strategy development, with proven ability to automate workflows using VBA and conduct intraday options analysis. Independently manages multi-asset trading strategies, blending financial rigor with technical fluency and a growing interest in fintech applications.
New York, NY | Jun–Aug 2025
Finance / Markets: Derivatives pricing & Greeks, P&L attribution, hedge strategy design, risk modeling, portfolio analysis
Technical Tools: Excel & VBA (6 models), Python (pandas, NumPy), SQL (basic), Bloomberg Terminal (familiarity)
Analytical: Quantitative analysis, data visualization, backtesting, process improvement, documentation
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