20250902: Job Stimulation as J.P. Morgan Quantitative Researcher

Summary of Programme:

  • Conducted quantitative analysis on gas prices using Python to extract seasonal patterns and forecast future prices. Developed a storage contract valuation model that simulates injection/withdrawal schedules, incorporating cash flow analysis and capacity constraints
  • Predicted customer loan default probability based on financial features such as debt-to-income ratio and employment history. Discretised continuous FICO scores into optimal categorical bins, enhancing interpretability and predictive power of risk models.

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