I have been working as a Quantitative Trader at a high-frequency trading firm for the past six years. I work on the whole data pipeline, building and cleaning datasets from raw exchange market data, engineering and testing features to predict small price movements, and using machine learning models to predict various observation variables. I have a lot of experience taking irregular time series data and formulating a sensible modeling problem. I believe that the most important part of any data science project is formulating the problem correctly.

With DSSG, I'd like to apply my data science and analytical skills in ways that will make the greatest social impact. I want to think about different types of problems and gain experience outside of the very niche world of trading.