Summary

Analyst with experience across risk, indexing, and trading. Comfortable with Python, C++, and R. Interested in quantiative roles within Risk and Trading.

Experience

Canada Life — Risk Management Intern (May–Aug 2024, Toronto)

  • Built models to forecast credit-rating transitions for a ~$150B bond portfolio (R).
  • Completed regulator-required climate scenario exercise on property portfolio.
  • Implemented the Jacob Frye method to compute LGD across bond tranches.

Solactive — Index Analyst Intern (Sept–Dec 2023, Toronto)

  • Automated data extraction from international exchanges (Python, Excel/VBA).
  • Improved index maintenance/validation workflows by ~34%.

Colonial House Capital — Quant Analyst Intern (Jan–Apr 2023, Toronto)

  • Supported derivatives order flow and EOD P&L integrity (Excel).
  • Back-tested discretionary/systematic strategies (Python).
  • Built an automated DCF model (~4× faster analysis).

Nova (formerly Polar) — Software Dev Intern (Sept–Dec 2021, Toronto)

  • Maintained Python + Selenium automation framework; shipped tested features.

Education

University of Waterloo — Honours BMath, Mathematical Finance (2020–2025)

Coursework: Derivative Pricing, Stochastic Processes, Financial Modeling, OOP, Capital Markets.

Poker Club Executive: Ran workshops on probability/game theory; 2022 final tournament winner.

Skills

  • Software: Python, C++, SQL, R, Excel/VBA
  • Quant: Time-Series Forecasting, Option Pricing, Stochastic Modeling
  • Libraries/Tools: Pandas, NumPy, Matplotlib, TensorFlow, Selenium, Git, Linux