I designed and implemented quantitative models at a $1.5B AUM semi-quantitative hedge fund, specializing in predictive volatility modeling and dynamic hedging strategies across fixed income, equity, and commodity derivatives. I conceived, built, and deployed state-of-the-art tools that drastically improved computational performance and reduced costs, including a proprietary system for dynamic volatility hedging that cut required computing time and expenses by a factor of 100. My work combined quantitative research, programming, and financial expertise to deliver scalable models that directly enhanced trading strategies, risk management, and portfolio performance.

I lead the design, implementation, and change management of company-wide operational processes, deploying automation tools and interfacing many data sources to provide all teams with simpler workflows, faster execution, and higher efficiency. I architect scalable solutions for strategic initiatives that are outside the scope of the product team, such as building the standalone infrastructure that enables clubs to sell subscription plans (e.g. Le Sucre Max) from our product, directly unlocking new revenue streams. As the owner of the Sales, Finance, and Marketing data warehouse, I break down complex reporting sources into actionable insights and implement automated reporting systems that eliminate errors while accelerating decision-making. Acting as the bridge between technical and non-technical stakeholders, I ensure seamless collaboration between Sales and Engineers, Marketing and Product, and Finance and Data, consistently delivering solutions that combine technical depth with measurable business impact.