Full portfolio-analytics, research & data-engineering stack, solo.
Running full portfolio management, research, and data engineering for an active quantitative equity trading operation. Responsible for pipeline architecture, systematic strategy design, backtesting, live trading infrastructure, risk management, and reporting.
- Built end-to-end portfolio analytics stack from scratch — data ingestion, factor modeling, backtesting, live trading, reporting — in under 3 months with zero external dependencies.
- Automated reconciliation + risk controls dropped position errors and drawdown violations from 5+/month to zero.
- Factor-based equity screening framework ranks 500+ stocks weekly across value, quality, momentum.
- Production-grade Power BI dashboard: real-time P&L, Sharpe, factor exposure, daily drawdown monitoring.
- Statistical regime analysis reduced strategy drawdown by 40% during market dislocations.
Situation. Strong Python fundamentals, zero existing infrastructure; needed data ingestion, backtesting, live trading, dashboards, and risk controls with statistical rigor.
Action. Architected five layers: data, research (Jupyter), strategy (factor models + regime-based dynamic weighting), execution (automated reconciliation + risk controls), reporting (Power BI). AI-assisted development, human-in-the-loop on every model.
Result. Fully operational in 8 weeks. 100% daily position match. New strategy deployment in <1 week. 40% drawdown reduction during Q1 dislocations.