Professional Experience

August 2023 – Present

Desk Quantitative Analyst

Squarepoint Capital

I develop research tools and infrastructure for quantitative researchers
working on a global intraday equities desk. My work uses Python and KDB+/q
to analyse market data, trading statistics and market behaviour across
equities and options.

Key responsibilities

Build analytical tools, dashboards and reports used by quantitative
researchers to investigate market behaviour and trading performance.
Backtest changes to trading strategies, including adjustments to model
inputs, latency assumptions and transaction-cost configurations.
Coordinate releases across a global team and help prevent regressions
within shared research and trading systems.
Investigate live trading and codebase issues, prioritising fixes to
minimise disruption during market hours.

Selected contributions

Conducted latency research across global equity and options markets,
improving the accuracy of simulated order behaviour.
Built a reconciliation tool comparing internal order records with
external market data across asset classes and regions.
Developed reporting and monitoring tools for validating transaction-cost
assumptions against broker records.
Designed controlled trading experiments to investigate differences in
market infrastructure and order-processing behaviour.
Contributed to quantitative research concerning order priority, market
microstructure and order-level trading behaviour.

June 2022 – August 2022

Summer Analyst

Goldman Sachs

I worked with large datasets using Alteryx and Tableau, applying data
analysis and visualisation techniques to operational and business
questions.

Analysed client-account data to identify opportunities for reducing the
resources required to manage selected accounts.
Presented recommendations that considered potential time and financial
benefits alongside legal and operational constraints.
Earned the Alteryx Designer Core certification with a score of 92%.