Rejnal

M.Sc. in Mathematical Finance from the University of Toronto with graduate coursework in advanced stochastic processes, pricing theory, numerical methods for finance, credit risk management, operations research, and volatility modeling.

Rejnal _Resume_20260303

B.S. from Rice University, with additional research experience as a neuroscience research assistant and co-authorship on a scientific publication.

Rejnal _Resume_20260303

Academic and professional background centered on quantitative problem-solving, analytical modeling, and the application of mathematical and computational methods to complex financial problems.

Willing to travel: 50 miles

Experience: Professional experience in quantitative trading, derivatives research, and risk analytics across firms including Kai Volatility Advisors, Cboe Global Markets, Genworth, Goldman Sachs, IBM, and the National Futures Association.

Relevant subject-matter experience includes backtesting, volatility modeling, pricing and risk analysis, options and derivatives research, and model validation.

Technical background includes building analytical and research tools in Python, C++, VBA, and Matlab, supporting strong tutoring capability in quantitative coursework, applied mathematics, finance, and related technical subjects.