Quant Society: Head of Research

I am Lenart, a current second year Computer Science student.

I have extensive industry experience in quant. As a Summer Trading Intern at Optiver last summer, I got the chance to experience the thrill of executing trades on real-market data as well as worked on systematic solutions to trade zero-day expiry S&P 500 options, both individually and in a team. I had the opportunity to learn from top quant researchers in the field and am excited to share the knowledge.

Having been in numerous competitive mathematics and computer science teaching positions in the past, I hope to create a welcoming environment within the society with an emphasis on learning. I believe that my skillset and teaching experience will be a great fit for this role. My goal is to establish groups that will actively participate in numerous quant events and hackathons hosted by top quant firms while also hosting workshops that will help our members understand the necessary skillset that one needs to succeed in this competitive field.

This Summer, I will be interning at Maven Securities and gaining even more industry experience. I am excited to bring insights from real trading floors to our events and make them even more engaging and relevant.

I'm running for Head of Research because I want to make Quant Society a place where students can engage in real quantitative research and develop practical skills. This year, I’ve been involved in both Quant and Fintech Society, hosting a stock price prediction hackathon, running a quant finance workshop, and working with other societies like Data Science. Since Quant Society didn’t have a president, I used my role in Fintech to help organise events and secure rooms, making sure both societies could run bigger events for more people.

I have experience in algorithmic trading, with a strategy that’s returned over 40% in the last eight months and a 63% CAGR over a 20-year backtest. I’ve also authored articles on volatility decay in leveraged ETFs and volatility ETFs, breaking down complex quant concepts and their real-world applications. As Head of Research, I want to bring more opportunities for students to work on research projects, contribute to publications, and explore cutting-edge topics in quant finance.

As a Computer Science student, I bring a strong programming background, which complements the more maths-focused approach many take in quant. I want to use this to expand the society’s focus on coding-driven research, systematic trading strategies, and applying machine learning in finance.

As Head of Research, I’ll focus on leading research initiatives, organising workshops on advanced quant topics, and ensuring members can apply their knowledge to real financial problems.