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Alexander K.
Senior Quantitative Analyst
Senior quantitative analyst with 12+ years developing pricing models and risk frameworks for derivatives trading. Expert in stochastic calculus, Monte Carlo simulations, and volatility surface modeling. Skilled in Python, C++, and real-time analytics pipelines. Experience with tier-1 investment banks and proprietary trading firms.
Sophie L.
Quantitative Risk Analyst
Quantitative risk analyst specializing in market risk, credit risk, and regulatory capital modeling. Expert in VaR, CVA/DVA, and stress testing frameworks. Skilled in Basel III/IV compliance and FRTB implementation. Experience with global banks, asset managers, and insurance companies navigating complex regulatory environments.
Wei C.
Algorithmic Trading Quant
Algorithmic trading quant designing and backtesting systematic trading strategies. Expert in signal generation, execution algorithms, and market microstructure analysis. Skilled in high-frequency data processing and latency optimization. Experience with hedge funds, crypto market makers, and multi-asset systematic trading desks across Asia-Pacific markets.
Nina V.
Quantitative Portfolio Analyst
Quantitative portfolio analyst building factor models and asset allocation frameworks. Expert in mean-variance optimization, risk parity, and multi-factor equity models. Skilled in performance attribution, benchmark tracking, and ESG quantitative integration. Experience with pension funds, sovereign wealth funds, and global asset management firms.
Diego M.
Machine Learning Quant
Machine learning quant applying AI techniques to financial prediction and alternative data analysis. Expert in gradient boosting, neural networks, and NLP for sentiment analysis. Skilled in feature engineering from satellite imagery, web scraping, and transaction data. Experience with quantitative hedge funds and fintech companies leveraging non-traditional data sources.
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