michael
a. derrico

Quantitative Finance  ·  Data Analytics  ·  New York, NY

Building production-grade analytics at the boundary of markets and machines.

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Featured Work
Execution Analytics Python

post-trade performance attribution

A rigorous Python framework decomposing execution costs across 5,000+ simulated trades using the Implementation Shortfall model. Computed arrival cost, VWAP slippage, and Z-score metrics to surface actionable signals about execution quality degradation.

pandas NumPy IS Model
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Machine Learning

ml classification for financial forensics

Benchmarked five classification models on 50,000 financial transactions. Designed a forensic no-leakage experiment that exposed synthetic data contamination — a finding that reframed the entire evaluation.

XGBoost scikit-learn
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Institutional AI JPMorgan Chase

fintech capstone — ai adoption at institutional scale

Led a cross-functional team analyzing 300+ active AI/ML use cases deployed at JPMorgan Chase. Synthesized technical and strategic findings for both engineering and executive audiences.

Financial technology and data analytics visualization
Research AI/ML Strategy
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All Projects →
5,000+ Trades Analyzed
50,000 Transactions Modeled
300+ AI/ML Use Cases Reviewed
3.774 GPA — Fordham Gabelli
Background

fordham gabelli.
bloomberg certified.
built for markets.

B.S. Finance, FinTech Concentration — GPA 3.774. Certified in Bloomberg Market Concepts and Alteryx Designer Core. Four Databricks conferences attended as a practitioner, not a spectator.

  • Current Role

    Junior AI Engineer

    Slopeside Strategy

  • Education

    Fordham University

    B.S. Finance · FinTech · May 2026

  • Location

    New York, NY

    Open to full-time roles

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