Brayden K. Mi
NYU • Mathematics & Computer Science • Quant Research & Trading
Quantitative researcher with a strong foundation in applied mathematics, probability, and computer science. Experienced indeveloping statistical models, analyzing large datasets, and building high-performance computational tools for research in bothfinancial and scientific domains. Passionate about tackling open-ended, data-driven problems through rigorous testing,collaborative iteration, and creative problem solving.
About
I build robust quantitative research tools for options and macro, balancing speed and efficiency with sophistication and statistical rigor.
Data-driven logical approaches, clarity, honesty, and measurable impact, led by risk-centric judgement.
Exploring vol-of-vol regimes, fast interpolation of surfaces, and better backtest hygiene.
Experience
- Developed statistical models for option pricing in commodity markets using volatility surface dynamics and forward curve analysis.
- Performed scenario analysis and delta-gamma/full revaluation VaR to assess portfolio risk under stressed market conditions.
- Optimized Python and VBA calibration routines, reducing computation time by 42% for large-scale parameter sweep.
- Built low-latency Python/SQL pipelines to integrate macroeconomic and options data, reducing retrieval time by 99% and supporting near real-time simulation and analysis.
- Implemented algorithm to collect, cross-verify, and analyze PE, FX, and commodity trader statistics.
Projects
Skills
- Python — 95/100
- SQL — 90/100
- C++ — 75/100
- Options Pricing — 88/100
- Time Series — 94/100
- Machine Learning — 88/100
Education
- Coursework: Stochastic Calculus, Probability, Mathematical Statistics, Algorithms, ML, AI, Predictive Analytics.
- Awards: Dean’s Honors List; USACO Platinum; Point72 Cubist Hackathon.
- Activities: NYU Mathematical Finance Group; NYU Math Society; BUGS (Open-Source Club); Saxophone Orchestra.
- Certificates: Bloomberg Financial Fundamentals, Market Concepts.
- Coursework: Robotics, Partial Differential Equations, Differential Equations, Multivarible Calculus, Linear Algebra
- Awards: AP Scholar With Distinction, Louis Armstrong Excellence in Jazz, All-State Saxophone First Chair Section Leader and Featured Soloist, The President’s Volunteer Service Gold Award
- Activities: Club Swimming; FIRST Tech Challenge Robotics; Science Olympiad; Symphonic Band; Jazz Band.