Hire the Best Quantitative Finance Professionals

!! Stop wasting money on average freelancers !! I’m Min. I hold a triple major in Pure Mathematics, Physics, and English. I graduated in three years with a 3.9 GPA from a top liberal arts college, Phi Beta Kappa, and magna cum laude honors. I am also an incoming M.A. student in Mathematics, specializing in Mathematics of Finance, at Columbia University. My background is unusual. I work across quantitative research, mathematical modeling, SAT tutoring, academic writing, chess, and curriculum design. Quantitative Research, Trading, and Data Projects I ranked 163rd globally out of 22,000+ teams and 2nd in Korea in IMC Prosperity 4, an algorithmic trading competition. Through that competition, I worked on trading logic, backtesting, signal design, market-making intuition, and post-round strategy analysis. I have also built quantitative projects outside trading, including: * Markov Decision Process model for Brazilian Jiu-Jitsu strategy, using empirical transition matrices, value iteration, and Monte Carlo simulation. * League of Legends champion recommender using robust z-scores, weighted similarity metrics, archetype guardrails, and mastery-adjusted scoring. * Sports prediction and analytics projects. * Trading backtester and strategy writeups for algorithmic trading competitions. Math, Physics, and STEM Tutoring I tutor mathematics and physics from high-school level to advanced undergraduate topics. Mathematics: algebra, geometry, trigonometry, precalculus, calculus, multivariable calculus, linear algebra, differential equations, abstract algebra, number theory, probability/statistics, regression modeling, real analysis I & II, topology, stochastic processes, and PDEs. Physics: classical mechanics, thermodynamics, waves and optics, electricity and magnetism, special relativity, quantum mechanics, electromagnetic theory, and advanced quantitative problem solving. SAT, ACT, and Test Prep I scored 1590 on the SAT, with 800 Math and 790 Reading/Writing. I have worked professionally as an SAT content developer, course writer, question writer, and question vetter for Jack Westin and Vibrant Publishers. I have written 200+ SAT Reading/Writing questions aligned with real test patterns and psychometric expectations. I also founded Surmount.one, a 1,400+ member SAT prep community, where I have helped students prepare through live sessions, structured materials, and strategy-based tutoring. My SAT textbook was also ranked as best-sellers on Amazon in the test prep category. Writing, Editing, and Curriculum Design I am also a writer and editor. I won international writing competitions and worked as a Writing Center Consultant and Teaching Assistant for first-year writing. Chess I am an International Master-level chess player and was previously ranked #18 globally out of over 150 million users and #1 nationally on chess com. I have written a chess book on the Grünfeld Defense and created analytical chess content with 350k+ views.

I help research teams and technical founders build reliable, testable scientific and quantitative software — from research prototypes and backtesting frameworks to production-grade execution systems, simulation engines, and performance optimization. I also conduct independent technical review of quantitative models, frameworks, and research. If you're dealing with slow code, messy data, a model you can't trust, or a research prototype that needs to become production, I can turn it into a robust, reproducible system. Credibility: PhD Physics (NYU, 2018). Quantitative Research at JPMorgan Chase (derivative pricing, 1M+ LOC C++ library). Max Planck Institute postdoc (general relativistic hydrodynamics simulations on HPC clusters, 1000+ cores). 13 peer-reviewed publications, 1,300+ citations, h-index 12. WHAT I DELIVER ▸ Quant & Options Engineering Backtesting frameworks (event-driven or vectorized), walk-forward, leakage checks Options analytics: Greeks, IV surfaces, Black-Scholes / numerical methods Research → production pipelines (clean architecture, tests, logging, monitoring) Execution integrations (e.g., IBKR) and robust order/risk handling Market data ingestion, cleaning, corporate actions handling, quality control checks ML and statistical models for time-series signals (proper time-series CV, no leakage) ▸ Scientific Computing & Research Tooling Custom software and research tooling for research-driven teams across physics, chemistry, biology, engineering and beyond — where the underlying problem is mathematical or computational. - Custom numerical solvers (finite volume / finite difference, spectral methods, particle methods), with stability and convergence analysis - Optimization engines (Bayesian optimization, gradient-based, evolutionary) for experimental design, formulation, and parameter search - Simulation frameworks for physical, chemical, and biological systems — from prototype to production-grade - Scientific data pipelines: ingestion, transformation, quality control, reproducible workflows - Verification and validation: benchmarks, unit tests, regression tests, convergence studies - Analysis tools, dashboards, and reporting infrastructure for research workflows - Air-gapped and reproducible deployments where IP sensitivity or regulatory context requires it ▸ Quantitative & Mathematical Review (NDA-protected) Independent technical review of quantitative models, frameworks, and research Verification of internal consistency, identifiability, hidden assumptions, and mathematical correctness Assessment of whether the formal structure supports the conclusions drawn from it Review of implementation against specification: numerical stability, edge cases, and code-to-specification fidelity ▸ HPC & Performance Engineering Performance engineering for large-scale scientific and ML workloads Distributed computing (MPI/OpenMP/CUDA), GPU optimization, memory and I/O tuning, parallel architectures, inference and training infrastructure at scale. Profiling, refactors, and speedups for codebases that need to run reliably under production load. WHY CLIENTS WORK WITH ME - Trustworthy engineering: I turn research prototypes into tested, reproducible production code - De-risking: I find failure modes early (leakage, overfitting, edge cases, scaling bottlenecks) - Maintainability: clean architecture, docs, and handover-ready delivery your team can extend - Communication: clear milestones, concise updates, realistic timelines — no surprises - Math ↔ engineering bridge: strong intuition for both theory and implementation details IDEAL PROJECTS - Quant strategy development, backtesting and research infrastructure - Options analytics and derivatives tooling - Mathematical review of quantitative manuscripts, white papers, or research frameworks - Independent validation of production models or implementations against specification - Market data pipeline and reproducibility upgrades - Performance optimization of slow Python/C++ codebases - Distributed training, GPU optimization, and inference serving for AI/ML workloads - Custom scientific or industrialized simulation or numerical software - Custom internal R&D tools for research labs and technical teams If this sounds like a fit, message me with a detailed brief with your current stack and success criteria — I'll let you know how I can help.

I engineer institutional-grade algorithmic trading systems that combine quantitative finance, deep learning, and real-time market intelligence. WHAT I BUILD ⚡ End-to-End Trading Bots Full pipeline: signal generation → order execution → risk management Exchange integration: Kraken, Interactive Brokers, Binance, Bybit APIs Low-latency execution via REST & WebSocket connections Multi-asset support: crypto, equities, futures, forex 🧠 AI/ML-Driven Alpha Generation Deep Reinforcement Learning agents (PPO, A2C, SAC) for adaptive strategy optimization LSTM/Transformer models for price trajectory forecasting Ensemble methods: XGBoost, LightGBM, Random Forest for feature-rich prediction Online learning systems that adapt to regime changes 📰 Real-Time News & Sentiment Alpha Live news ingestion from Bloomberg, Reuters, Twitter/X, Reddit, Telegram NLP pipelines: FinBERT, GPT-based sentiment extraction Event-driven trading: earnings, FOMC, CPI, geopolitical triggers Alternative data integration: social sentiment scores, fear & greed indices, on-chain metrics 📊 Quantitative Research & Backtesting Walk-forward optimization with out-of-sample validation Monte Carlo simulations for strategy robustness Realistic market microstructure modeling (slippage, partial fills, latency) Statistical edge validation: Sharpe, Sortino, Calmar, max drawdown analysis TECHNICAL ARSENAL Languages: Python, R, SQL, MQL5 ML/DL: PyTorch, TensorFlow, scikit-learn, stable-baselines3 NLP: HuggingFace Transformers, spaCy, FinBERT, LangChain Data: pandas, NumPy, Polars, Apache Kafka, TimescaleDB Backtesting: Backtrader, VectorBT, QuantConnect, Zipline Execution: ccxt, ib_insync, Alpaca API Infra: Docker, AWS, GCP, Redis, PostgreSQL Viz: Power BI, Plotly, Streamlit dashboards MY DEVELOPMENT PROCESS Phase 1 → Strategy Discovery & Alpha Research Phase 2 → Feature Engineering & Model Development Phase 3 → Rigorous Backtesting & Stress Testing Phase 4 → Paper Trading Validation Phase 5 → Live Deployment with Kill Switches & Risk Controls Phase 6 → Continuous Monitoring & Model Retraining CREDENTIALS 🎓 PhD in Statistics & Data Science 🏦 10+ years in quantitative finance 🏛️ Former Team Lead — National Bank of Georgia 💼 Institutional experience: TBC Bank, IFC, hedge funds ($500M+ AUM) ⭐ Top Rated on Upwork | 5-Star Client Feedback IDEAL PROJECTS ✅ Custom trading bot development (crypto, stocks, futures) ✅ RL-based portfolio optimization agents ✅ Sentiment-driven trading systems ✅ Existing strategy automation & optimization ✅ Quant research & alpha discovery ✅ High-frequency data pipeline architecture

I build institutional-grade backtests, strategy validation and trade tooling across US equities, options, derivatives and crypto. Expect clean assumptions, reproducible runs, and clear diagnostics (PnL decomposition, robustness checks, and failure modes) that I will be able to translate into trade automation. What I do: • Backtesting & Strategy Validation: Rules-based strategies, scenario testing, overfit conscious optimization, and robustness/OOS checks. I focus on bias-aware implementation and interpretable results. • Hedging & Risk Overlays: Delta hedges, band/regime-based hedging policies, funding/carry modeling, and PnL decomposition (what comes from fees vs hedge vs carry vs costs). • Trading Data Pipelines: ETL workflows, time-series cleaning, automated storage, and reproducible datasets. Integrations with data sources and formats your workflow requires. • Automation & API Work: Automating analysis, integrating necessary APIs, building scheduled jobs, and removing repetitive manual work. Supporting broader automation tasks to reduce manual work. Tools & Skills Python • Pandas • NumPy • Time-Series Data • ETL • SQL • API Integration • Automation • Performance Stats My background I have a degree in Mechanical Engineering degree. 3 years software development, and data analysis work focused on Python-based market analytics, ETL pipelines, and time-series research. 7+ years trading and building systems for small funds, prop traders and personal use. How I work: - Clear communication - Clean, reproducible code - Fast turnaround - Transparent assumptions and limitations - Respect for your idea, IP, and confidentiality If you have a strategy idea, data project, or automation you want built or tested, I can help. Feel free to send me a message! I’ll take a look at your project and let you know what’s possible.

💎 Top Rated Plus | 🚀 100% Job Success Score 💪 12+ Years of Experience| 🎯 550+ Successful Projects | 💼 Upwork Skill Certified "My deliverable is not the product/service but your satisfaction with it" Bringing cutting-edge AI and algorithmic trading strategies to life, I am your go-to expert for innovative tech solutions. From GPT-4 and ChatGPT applications to advanced quantitative analysis including Algorithmic Trading and Data Science, reach out to me for unparalleled project advice. With a knack for developing sophisticated algorithms and creating fully automated apps, I specialize in transforming complex problems into elegant, efficient system. My expertise includes: - Creation of robust Algorithmic Trading Systems with seamless broker (Interactive Brokers, Zerodha, MT5, Alpaca and any other) integration - Mastery in AI chatbot development with GPT-4, ChatGPT, and other large language models - Comprehensive model development for Machine Learning and Deep Learning - Streamlined order execution via Telegram and advanced QuantConnect algorithms - In-depth experience with financial modeling and quantitative derivatives valuation

I am a seasoned financial professional with over 10 years of experience in equity research, investment analysis, and operational management. As the Co-Founder and Chief Operating Officer at a leading AI startup, I leverage my expertise to create strategic pathways for business growth. My background spans high-pressure environments where I have honed my analytical skills as an Investment Analyst and Senior Associate, delivering actionable insights and driving performance improvements. I thrive on transforming complex data into clear, impactful strategies that enhance profitability and efficiency. If you need a results-oriented partner who understands the nuances of finance and operations, I am ready to help turn your vision into reality. Let's discuss how my skills can contribute to your project.