Experience

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  Incogen - institute of computational genomics

  Jul 2005 - Jan 2006

  Software engineer
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  Jwm

  Jun 2006 - Jun 2009

  Portfolio strategist / trader

  Enabled CEO’s vision to transform the traditional wealth mgmt firm into a scalable system-driven business.• Built automated portfolio framework from scratch: performance attribution, risk decomposition, rebalancing• Executed all trades; led team of three analysts; daily communication w/ high net worth clients• By having a robust and agile portfolio process, firm increased AUM by 50% during the 2008 financial crisis• The firm now manages over $700mm

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  Citi

  Aug 2011 - Jan 2014

  Quantitative strategist

  ------------------PRIME FINANCE------------------Selected by the global head of risk for this hybrid roleTask #1: Structured Lending Group (SLG) // Modeler ($10bn book)• Crafted bespoke structured credit models to underwrite loans collateralized by non-traditional assets (fund shares, fee flows, defaulted bonds, illiquid positions) Task #2: Delta One // In-Business Risk Manager ($30bn book) • Effectively served as the “human-in-the-loop” to Citi's firmwide risk system by accounting for real-world risk factors (e.g., client profile, current events, desk inventory, firm risk) in determining margin requirements (e.g., L/S basket, merger arb, convertible arb, illiquid/concentrated positions, event-driven)---------------------------------------------FIXED INCOME RESEARCH (rotation)---------------------------------------------• L/S global rates systematic carry strategies• Forecast excess returns & term premia• Replicated & synthesized academic papers--------------------------------------------------EQUITY PORTFOLIO TRADING (rotation)--------------------------------------------------• Long-short US statistical arbitrage Show less

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  Bluemountain capital management

  Feb 2014 - Jan 2016

  Quantitative risk analyst

  A multi-strategy hedge fund with $20bn AUM• Owner of the firm’s capital and margin (emulation & optimization) models, whose outputs determined the firm's overall strategy allocation• Risk manager of Fundamental Equity, Convertible Arbitrage, and Systematic Equity

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  Guggenheim partners

  Jan 2016 - Mar 2021

  Modeler; director

  • Led the modeling of a key initiative to spin out the Repo (collateralized lending) business into an Investment Grade (IG) rated broker/dealer w/ $60bn of assets• Achieved an A+ rating from S&P and secured $500 million in funding. But risk appetite dissipated during COVID• Spearheaded the development of a comprehensive risk & capital framework, including advanced data analytics for ALM; liquidity, interest rate, credit, and tail risks; hedging programs (from dealers and re-insurers)• Crafted value-generation models, such as:-- Capital allocation policies to optimize interest income vs credit risk capital consumed (clustering)-- PnL attribution models that explained 80% of PnL variations via interest rate risk premia (regression)-- Automated algorithm to pinpoint optimal borrow and lend maturity dates -- Margin optimization by fully emulating clearinghouse (Fixed Income Clearing Corp) requirements Show less

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  Poker

  Mar 2021 - now

  Poker player & coach

  • Expert in preflop strategies. My custom (nodelocked) solutions are sought after by elite tournament players and high-stakes private cash game players• Coached 25 students, consisting mostly of professional players• Quickly ascended the ranks of high-stakes tournament poker, reaching #30 on the Global Player Index• Data analysis performed on over 10TB of simulation data

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  Octopi poker studios (ops)

  May 2022 - now

  Co-founder

  • Octopi is a poker analytics (education) platform utilizing machine learning and cloud computing technologies• The collaborative team is a unique blend of accomplished technologists and elite poker pros (Andrew Lichtenberger and Nick Schulman). Notably, one co-founder started and led a billion-dollar publicly traded tech company. The advisory board features three of the top 50 all-time money leaders, with combined earnings of over $100mm

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  Upstart

  Mar 2024 - now

  Staff analyst

  Capital Markets // Investor Analytics- Structured credit modeling