Candidate profile

Quantitative research, from signal to strategy.

Hello! My name is Rayner Lee, a grad student at Bentley University studying statistics, with an undergrad background in Quant. Finance from Bentley University. I'm currently trying to break into quant finance, join my journey by exploring some of my projects and interests.

View projects → Resume Contact

Institution: Bentley University · Waltham, MA
Focus: Time series · panel data · risk · systematic strategies
Stack: Python · R · SQL · Stata · kdb+/q
Based: Boston / NYC
Status: ● Open to quant opportunities

Monte Carlo · GBM120 paths · 252 trading days

dS = μS dt + σS dWIllustrative simulation — not market data

Drift μ8%

Vol σ20%

E[S_T]—

5th pct—

95th pct—

P(S_T < S₀)—

01Research & projects

Selected work. Methods, stack and status at a glance.

All projects →

ID	Project	Method	Stack	Status	Link
P-01	EPU vs. Risky AssetsHow Economic Policy Uncertainty relates to returns, volatility and risk premia across equities, commodities, crypto and rates, with crisis regimes.	Two-way fixed effectsEvent study	PythonPanel data	Complete	PDF →
P-02	Pairs Trading: Correlation TestingStatistical tests for highly correlated S&P 500 pairs, with automated data collection and a factor-weighted personal portfolio targeting the Sharpe ratio.	CorrelationSharpeStat. testing	PythonPandasYFinance	Ongoing	Write-up pending
P-03	Portfolio Optimization LabPortfolio construction under constraints, with drawdown controls and ranking-based selection workflows.	OptimizationDrawdown	Python	Write-up pending	—
P-04	NYC Mobility DashboardTaxi, FHV, CitiBike and MTA data joined with weather and energy variables to study what moves demand across the city.	Data engineeringEDA	PlotlySQL	Demo pending	—

02Experience

Trading, private equity and investment banking internships.

Full resume →

Period	Firm / Role	Focus
May 2026 – Present	Musket Corp.Commodities Trading Intern · Houston, TX	High-speed signal tester and forward projection engine (DuckDB, Polars) for multi-conditional strategies; SEC filings tracker with an LLM pipeline.
Jun – Aug 2025	The Hughey CenterSummer Trading Room Analyst · Waltham, MA	Optimized long-short equity strategies in Bloomberg and FactSet for Sharpe and Sortino; built algorithmic paper trades on APIs.
May – Aug 2024	Outstand Private EquityBrokerage & Proprietary Sourcing Intern · Boston, MA	Proprietary sourcing and financial due diligence; investment memoranda for $30mm of debt financing.
Jun – Aug 2023	Maybank Securities IndonesiaInvestment Banking & Advisory Analyst Intern · Jakarta	DCFs and valuations supporting a live USD 10mm rights issuance; coupon and tenor structuring during book building.