Co-Founder & Quantitative Strategist — sentiment score model and systematic strategy pipeline
You architected and deployed systematic options sentiment and risk-modeling components to generate quantitative trading signals and evaluate outcomes for client portfolios. You processed large-scale option-chain data to support model-driven strategy execution and performed operational scaling for multi-client deployment. You engineered risk constraints and dynamic hedging rules to govern model outputs and trading execution. • Architected an options sentiment score model powering $6.2M AUM across 15 HNW clients with $540K net profits (2025). • Deployed 12+ systematic options sentiment strategies using Interactive Brokers and Databento APIs; processed 2.5M+ daily option-chain datapoints for S&P 500. • Engineered a risk engine enforcing position limits and portfolio heat per trade plus dynamic Delta hedging. • Built an automated signal pipeline that scaled from 3 to 15 clients in 18 months with 94% retention.