Sahar Zarmehri
Quantitative Analyst @Citi
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WORK HISTORY
Quantitative Analyst @Citi
NY, US
Currently developing algorithms in Python using statistical techniques and machine learning for corporate bonds pricing.• Designed optimization routines for Exchange Traded Funds (ETF) creations and redemptions.• Built auto execution pricer for specified pools, handling 4 billion odd lots/year.• Increased pricing efficiency by 40% in web app after developing / validating machine learning pricer for specified pools e-trading purposes.
EDUCATION
Penn State University
Doctor of Philosophy - PhD
Sharif University of Technology
Master's degree
Iran University of Science and Technology
Bachelor's degree
ABOUT SAHAR ZARMEHRI
Summary: Intellectually-curious and mathematically-minded data scientist and…
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