Hi, I'm JR:

Master's Student in Financial Engineering at Lehigh University.

I am currently pursuing a Master's in Financial Engineering at Lehigh University, deepening my expertise in advanced mathematical modeling, computational finance, and risk analytics. I am also a graduate of William Paterson University, holding degrees in Finance and Economics with minors in Mathematics and Statistics.

Options, derivatives, and quantitative asset management are where my interests primarily lie. I work primarily in Python and R, and I've personally built open-source tools along the way: “greeks-package” for computing option Greeks, and “fin-eda” for financial exploratory data analysis. Both started as things I built out of personal need and later open-sourced for the community.

I am actively seeking career opportunities in derivatives pricing, risk management, and quantitative asset management.

fin-eda

fin-eda

A Python package for comprehensive financial Exploratory Data Analysis. Pass any stock ticker or price series and get a rich, colour-coded tearsheet covering returns, risk, drawdowns, benchmark comparison, volatility, liquidity, and more, all in one call.

View Project
Equity Option Greeks Python Package

Equity Option Greeks Python Package

A Python package for options pricing and Greeks calculation. Supports Black-Scholes (European), Finite Difference Methods (American), and Monte Carlo pricing. Computes first, second, and third-order Greeks, with built-in options chain downloading and interactive 3D Greek surface plotting.

View Project
Portfolio Optimization Methods

Portfolio Optimization Methods

Undergraduate Capstone

Analyzed the modern relevancy of MPT, Sharpe Ratio maximization, and Kelly Criterion (Quadratic Utility) using Python and R. Built portfolio performance simulations with historical data, strategic rebalancing, and benchmark comparisons to evaluate each optimization approach.

View Project
Option Greek Plotting Project

Option Greek Plotting Project

A framework for analyzing options contracts, filtering based on Strike/Greek type, and calculating financial metrics including the Greeks (Delta, Gamma, Vega, Theta, Rho).

View Project
Technical Analysis Backtesting Project

Technical Analysis Backtesting Project

A backtesting framework for various technical analysis indicators, including RSI, EMA, and SMA. Evaluate trading strategies based on these indicators using historical stock price data.

View Project
PA 100 Index

PA 100 Index

Project lead on a market-cap weighted index tracking the 100 largest public companies headquartered in Pennsylvania, developed through Lehigh University.

View Project