A year in the markets.

Before I was deploying software into banks, I spent a year learning how banks' counterparties think, researching alpha signals at WorldQuant and trading US rates derivatives at Axxela. The lasting takeaway wasn't finance; it was a working style: every idea gets a metric, every metric gets a backtest, and conviction is earned in simulation before it's spent in production.

WorldQuant, BRAIN Research Consultant

• Ranked top 1% globally in the International Quant Championship (30,000+ participants); Gold certification from the Chief Strategic Officer with 10k+ points across alpha submissions.
• Optimized 15+ signals across 750+ simulations for a $20M portfolio, Sharpe ratio 2.08, 18.4% returns (2016-21) on a long-short market-neutral strategy over 3,000+ datasets.

Axxela, Derivatives Trader (internship)

• Traded 15+ derivative structures (spreads and flys) on US Three-Month SOFR futures in live-market simulators.
• Sustained 150+ trades daily using intraday price data and 20+ macro indicators, averaging $100+ profit per day with a 3:1 win rate on spreads.
• Developed and executed a dynamic hedging strategy that cut risk exposure ~20% during high-volatility windows; studied mergers, risk failures, and market blow-ups through case work.

What it taught me

Evals before deployment. It's the same discipline whether the thing being shipped is a trading signal or an AI agent: define the expected outcome, simulate at scale, catch the regression before the customer does.