Portfolio Construction Group (PCG)

Designed a pricing anomaly detection algorithm, making use of statistics libraries and concepts. Now running in the production environment, reporting on a daily basis.

Created a Python script that is able to provide on-demand demo data for one of Bloomberg’s post-trade analytics functions.

Researched various solutions for automating the labour-intensive testing process of a legacy software, the entry point for all the files in the CAS system

Came up with a PoC and presented it in front of the management team and the other interns Created a proprietary C# project that would drive the testing flow, while adding a SpecFlow high-level layer so that any key stakeholders within the project can easily understand it