Quantitative Trader / Researcher Intern
Prime Trading
- Developed a live BTC binary options trading algorithm on prediction markets, deriving Greek values and implied volatility from option prices and executing over 300 trades.
- Managed the market-making desk’s algorithm and hedge positions across the TBQ, TBX, and BX indices, placing trades in live ladders under time pressure.
- Built a factor-risk exposure model to calculate optimal hedge positions for a given portfolio, then worked with the head of quant to begin scaling it from a replication of existing methods into a tool used across ETF, basket-making, and market-making strategies.