Worked on systematic trading research and execution at Bridgewater Associates, developing probabilistic models and strategic frameworks to optimize investment decisions.

Responsibilities

• Developed Bayesian hierarchical models to predict liquidity for trade execution, enabling data-driven selection over trader decisions and reducing transaction costs
• Implemented probabilistic frameworks for systematic trading strategies to minimize transaction costs and alpha leakage subject to risk constraints, under varying market conditions
• Backtested and optimized execution strategies under uncertainty, forecasting transaction costs on sparse data using partial pooling

Technologies & Skills

• Bayesian hierarchical modeling and partial pooling
• Quantitative trading strategy design and execution
• Python, R, and statistical computing
• Financial modeling, liquidity analysis, and portfolio optimization