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.
International Quant Championship, 30k+ participants
Sharpe ratio on optimized signals, $20M portfolio
trades per day in SOFR futures, ~$100+ daily P&L
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% annualized returns (2016–21) on a long-short market-neutral strategy across 3,000+ datasets.
Axxela · Derivatives Trader
Live-market trading on simulators for US Three-Month SOFR Futures — the short-end of the rates curve, where macro catalysts move fast and position sizing matters more than prediction.
- Traded 15+ derivative structures (spreads and flys) in live-market simulators for US Three-Month SOFR Futures — building intuition for curve dynamics, roll, and carry at the short end of rates.
- Sustained 150+ trades daily by synthesizing intraday price data with 20+ macroeconomic indicators — Fed speak, employment prints, CPI surprises — averaging $100+ profit per day with a consistent 3:1 win rate on spreads.
- Developed and executed a dynamic hedging strategy that reduced risk exposure by ~20% during high-volatility windows, adjusting leg weights in real time as vol regimes shifted.
- Studied financial case studies covering mergers, institutional risk management failures, and major market blow-ups — grounding live intuition in structural understanding of how things go wrong.
What it taught me
Evals before deployment. It's the same discipline whether the thing being shipped is a trading signal or a software feature: define the expected outcome, simulate at scale, catch the regression before it costs you. The markets just make the feedback loop brutally fast.