Goldman Sachs

During my time at Goldman Sachs, I was part of the Controllers Strats Division as a Quantitative Strategies Intern. Throughout the summer, I worked on two different projects.

1. NSFI Risk Calculation Optimization

   I restructured the way we calculated our equity exposure aggregation process for NSFI holdings, decreaseing calculation time by ~95% across relevant processes.

2. International Capital Treatments

   I developed proprietary algorithms which altered positional data treatment based on recent international acquisitions and new regulations based on Brexit. My changes resolved $200M+ of differing capital calculations between old and new GS Bank systems.