1. Performed Quantitative risk modeling and its applications to portfolio construction 2. Created derivatives and term-structure modeling

1. Applied Optimal Portfolio theory to portfolios comprised entirely of heavily skewed catastrophe linked securities. Employed numerical optimization methods in Matlab because traditional Gaussian based mean-variance optimization does not apply for such asymmetric distributions. 2. Developed a highly successful information arbitrage strategy for individual stocks using Matlab and TradeStation. Emphasized automating and combining (boosting) straightforward strategies to isolate particularly favorable trades.

1.Applied high-frequency artificial intelligence algorithms to foreign exchange markets. Harnessed support vector machines through the Matlab library libsvm. Involved in all aspects of the strategy, including data scrubbing, modeling, execution analysis and determining appropriate price models for between trades. 2. Constructed a proprietary probability model of default for private firms.