Quantitative Researcher — WorldQuant Brain (Mar 2026 – Present)
Developed and refined quantitative trading signals (alphas) using back-testing workflows on global financial datasets. Applied mathematical modeling and data-driven evaluation to select and improve signal performance over time. Focused on generating consistent predictive signals for financial markets based on observed results and performance metrics. • Built and iterated alpha research using historical dataset evaluation. • Performed back-testing to assess signal validity and robustness. • Refined statistical modeling approaches to improve predictive consistency. • Evaluated outcomes to guide ongoing research and optimization.