I am a Quantitative Developer at Citi, where I develop and improve pricing and risk models for equities and derivatives using Python, model risk, and software systems. I have identified and resolved critical pricing issues, resulting in a significant improvement in profitability and market competitiveness. I have also transitioned the calculation of front office Greeks from C++ to Python, and expanded the language support for all models used in risk pricing for supported positions. I hold a master's degree in Computer Science from Binghamton University, where I gained experience in machine learning, data structures, and algorithms. I also worked as a teaching assistant and a research assistant, developing an auto-grader software and conducting research on image processing and computer vision. Before joining Citi, I was a software engineer at FlexTrade, where I developed workflow automation for trading equities in order management systems, reducing the time consumption for regression testing by 30%. I am passionate about applying my quantitative and programming skills to solve complex and challenging problems in the financial domain.