Brayden K. Mi
Mathematics + Computer Science at NYU, focused on quant research, trading systems, and statistical modeling.
I build research tools that turn noisy market data into testable signals: volatility surfaces, Monte Carlo engines, low-latency data pipelines, and model diagnostics that keep the math honest.
Strategy Lab
Stress a stylized equity-options strategy and watch expected return, drawdown risk, payoff convexity, and the efficient frontier respond in real time.
Return Distribution
Option Overlay Payoff
Efficient Frontier Under Stress
Experience
Select a role to inspect the research surface: models, systems, and statistical workflows.
Quantitative Trading & Research Intern
Pan Capital Management
- 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 sweeps.
- Built Python/SQL pipelines for macroeconomic and options data, reducing retrieval time by 99% and supporting near real-time simulation.
Selected Research & Builds
Monte Carlo Portfolio Simulator
Bloomberg-enabled FastAPI and React app for correlated GBM simulations with optional Student-t heavy tails.
Education
New York University
B.A. Mathematics & Computer Science, Minor in Music, GPA 3.8/4.0
- 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.
St. John's School
High School Degree, 94.8/100
- Coursework: Robotics, PDEs, Differential Equations, Multivariable Calculus, Linear Algebra.
- Awards: AP Scholar With Distinction, Louis Armstrong Excellence in Jazz, President's Volunteer Service Gold Award.