Mar 2022 – Aug 2024 · 2 yrs 5 mos · Zug, Switzerland

• Alpha Research: Feature generation, employed ensemble techniques for customized target prediction.
• Pricing Research: Developed a dynamic pricing model for static arbitrage.
• Simulation Environment: Contributed to the simulation matching engine used in the research framework.

Aug 2021 – Mar 2022 · 7 mos · Zurich, Switzerland

• Quantitative Analyst in Vontobel's Center of Excellence Investments, for the Business Unit Multi Asset in the Department Vescore (Quantitative, model-based investment), Team Research Beta. In this role, the main duties and responsibilities included the following tasks:
• Maintenance and improvement of existing systematic equity strategies
• Development of new systematic equity strategies using artificial intelligence
• Research on portfolio construction by using machine learning methods
• Support of portfolio management with information regarding trading strategies

Feb 2020 – Dec 2020 · 10 mos · Zurich, Switzerland

• Research and Development - Algorithm Team
• Internship in greenTEG, working mainly with time-series data. My focus was the development of algorithms used for high-resolution core body temperature tracking, including greenTEG's new product CORE. The development process included the entire machine learning pipeline, namely:
• Cleaning and filtering raw signals, in the form of time-series data.
• Architecture of Regression models for continuous time-series predictions.
• Hyper-parameter model optimization.
• Evaluation of the model using validation and testing techniques.
• Deployment of algorithm.

Sep 2019 – Feb 2020 · 5 mos · Zurich, Switzerland

• Deep Learning (Graduate level course). The content of the class included:
• Backpropagation
• Theory and applications of the main neural networks (CNNs, RNNs, etc.. )
• Memory and Attention mechanism
• Optimization
• Generative models (VAEs, GANs)

Mar 2019 – Mar 2019 · 0 mo · Zurich, Switzerland

• Cybersecurity week-end consisting of mentoring teenagers working on Google's capture the flag beginner's quest.

Jul 2018 – Aug 2018 · 1 mo · Lausanne Area, Switzerland

• Worked in the Programming Methods Laboratory (LAMP) under the supervision of Pr. Viktor Kuncak on a functional programming verification tool called Stainless.