I am a Quantitative Strategist & Developer with a focus on Financial and DeFi applications.
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DoggyFi (Current) - DeFi on DOGE + meta social
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Siren Protocol - Building Hedging and Margin Systems that run both On/Off chain.
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SeaCows -- Designed withdrawal and pricing mechanism for an XYK NFT AMM.
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RociFi -- Credit risk model repositiories as Data Science Team Lead. https://github.com/RociFi
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Janka Score -- A Decentralized Credit Score for DeFi lending protcols. https://github.com/jankascore. This was also my Hackathon project for ETH Denver 2023 which WON a bounty from the Graph Protocol "Best use of new or existing subgraphs".
At a high level, some of the awesome companies I have contributed to in the past, in order of recentness, include:
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Siren Protocol -- Quantitative Lead
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RociFi -- Data Science Team Lead
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SolRiver -- Senior Associate (Modeling / Valuation)
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Xcel Energy -- Quantitative Systems Consultant (Risk Quant)
- Won bounty from Ava Protocol for building SDK on top of their API during Permissionless 3 hackathon
- Won BOB Bitcoin hacker house Feb 2024 (1st place prize), "build a bridge from BRC-20 to ERC-20 using tBTC"
- Won bounty from chainlink for "Hooker Finance in September 2023 ETH Global
- Won "best use of the graph protocol", March 2023 for Janka at ETH Denver
- Tied for 3rd place in January 2023 in Canto Hackathon for proposing a mechanism for a completely on-chain credit credit score
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Masters in Computational Finance, Carnegie Mellon University (December '19)
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Bachelors of Science, Mathematics. Minor, Computer Science, Hofstra University (May '18)
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Blockchain Development (Solidity, GO, typescript, ASM)
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Decision Tree Based Modeling.
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Statistical Modeling.
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Simulations (Monte Carlo Analysis).
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Stochastic Calculus / Options Math
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Data Visualization
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Web Scraping
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Energy Markets (Solar, Natural Gas)
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DeFi
This also includes extensive knowledge of libaries essential to Data Science such as:
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Matplotlib
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Requests
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Statsmodels
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XGBoost.
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- Full knowledge of using SQL with PostGres and PGAdmin4. Creating databases, and querying data.
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- knowledge of making queries to the Graph Protocol
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- Certificate holder --> https://www.udemy.com/certificate/UC-c5e11b9e-0528-4d69-87f7-15231042139b/
Other langugages for which I have some basic knowledge include
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C++
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Java
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JavaScript
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MQL4 (metatrader scripting language)
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R (Statisical Modeling Language)
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Black (Python)
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Isort (Python)
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MyPy (Python)
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Flakeheaven / Flake8 (Python)