I am a Quantitative Research Analyst at Helios Quantitative Research, where I build and deploy quantitative investment models using machine learning, stochastic modeling, and multi-asset portfolio construction. My work supports 500+ financial advisors managing over $30B AUM through systematic and data-driven multi-asset strategies. I hold an MS in Finance – Quantitative Methods (STEM) from Fordham University, am a CFA Level II candidate, and a graduate of the Certificate in Quantitative Finance (CQF) program. My expertise lies in quantitative research, alpha generation, systematic investing, and risk analytics. Previously, I worked at the United Nations Joint Staff Pension Fund ($93B AUM), developing ML-driven models for sector rotation, crowding analysis, and price forecasting in global emerging markets. I also served as an Alpha Research Consultant with WorldQuant Brain, creating alphas from 150,000+ datasets across global markets. My goal is to help and assist aspiring quants and finance professionals learn practical quant skills, explore career opportunities, and gain clarity on the evolving world of quant finance, ML, and AI.