Gregory Radu Colonescu | Quantitative Researcher & Financial Engineer

About Me

I'm a Master's in Financial Engineering graduate from Lehigh University with a BS in Mathematics and BBA in Finance from UT Austin. I have work experience in Python and R at Hilltop Holdings, ING Bank, and trading experience at Edgewater Markets.

Gregory Radu Colonescu - Quantitative Researcher

Featured Projects

Machine Learning Interpretability

An analysis into how much alpha loss there is with gains in model interpretability with an emphasis on flexible portfolio management

View on GitHub →

Blockchain Compliance

Used a novel and proprietary market manipulation model with multi-hop analysis and publicly available Russian strikes in Ukraine to predict suspicious transactions

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Third Party Litigation Financing Contract Pricing

Using multiple novel mathematical and machine learning models to price lawsuits and TPLF contracts

View slide deck →

Professional Experience

Proprietary Currency Trader | Edgewater Holdings | Bethlehem, Pennsylvania

6 months

Traded $10-20 MM per day during the trading session in a high pressure environment
Followed a proprietary model while making personal decisions on which trades to take and when

Quantitative Analytics Intern | Hilltop Holdings | Dallas, Texas

3 months

Conducted Peer Analysis at mulƟple firm levels and automated key steps, saving tens of hours per quarter
Manipulated mortgage volume/interest rate risk models in R Studio and VS Code, helping transition to ARIMA

Software Intern | ING Bank | Bucharest, Romania