Recent finance graduate from Drexel University with experience in trading, investment analysis, and hedge fund sales gained at J.P. Morgan, Citigroup, and Lombard Odier Investment Management. Skilled in structuring financial instruments, developing analytical trading tools, and delivering data-driven market insights. Proficient in Python, R, and C++, I leverage technology to optimize trading strategies and identify alpha-generating opportunities. Eager to apply my quantitative skills and passion for continuous learning of financial markets.

Projects

Licenses & Certifications

FINRA: Securities Industry Essentials (SIE)

FINRA: Series 7

FINRA: Series 63

Education

Bachelor of Science in Finance

Drexel University

Graduated: December 2023

Experience

J.P. Morgan: Interest Rates Trading Analyst

• Pricing client RFQs in treasuries and futures, utilizing analytical tools to manage risk and properly hedge, employing strategies encompassing duration, curve positioning, swap spreads, and on-off the run basis
• Trading securities in the repo market to finance inventory, manage collateral needs, and generate revenue by capitalizing on funding discrepancies, while contributing to the desk's overall liquidity management
• Facilitating the Federal Home Loan agency debt market by analyzing secondary market demand and purchasing billions of dollars in primary issuances and selling new issuances to large money market funds, demonstrating an understanding of institutional investor behavior and fixed income market dynamics
• Developing Python tools to automatically assess and identify relative value opportunities for the interest rates trading desk, improving operational efficiency and enhancing trading decisions, directly contributing to P&L through automation and data-driven insights

J.P. Morgan: Interest Rates Trading Summer Analyst

• Structured portfolios of delta-hedged and vega-weighted swaptions designed to isolate yield curve correlation, optimizing performance under specific economic scenarios by minimizing extraneous risk factors
• Engineered a tool for the exotics desk quantifying the impact of variables on swaption portfolio profitability, providing insight into historical variance drivers for enhanced risk management
• Generated innovative weekly trade ideas through rigorous historical data analysis and leveraging internal research, producing actionable strategies that informed trading decisions and enhanced returns

Citigroup: Sales and Trading Summer Analyst

• Developed and maintained a database tracking corporate eFX transactions, enabling proactive client outreach to address declining volume and identify opportunities for service enhancement
• Pitched tailored execution algorithm suites to prospective clients, aligning algorithmic solutions with their specific trading activity and investment strategies, resulting in increased platform adoption
• Analyzed FX exposures of 500 corporations to formulate customized FX hedging strategies and promote advanced eFX solutions, assisting CFOs in optimizing trade execution and reporting across 100+ currencies

Lombard Odier Investment Managers: Trader Assistant, Investor Relations Intern

• Assessed equity market liquidity conditions to identify optimal execution algorithms, minimizing market impact and improving trade efficiency for the portfolio
• Provided analytical support to the long/short portfolio manager by synthesizing key financial metrics for IPOs and follow-on offerings, contributing to investment decision-making
• Managed Salesforce client database diligently, ensuring investor information was updated and accurate
• Collaborated with investor relations on portfolio distributions for funds across the firm's $80BN AUM hedge fund business, ensuring accurate and timely dissemination of information to investors