Anthony Le
Applied Mathematician·Aspiring Quant Trader
I build quantitative models, trading systems, and data tools that bridge rigorous mathematics with real-world markets.
About
A math enthusiast passionate about solving complex financial problems. I'm a rising senior at Denison University double-majoring in Applied Mathematics and Financial Economics with a Computer Science minor, currently completing a year abroad at the London School of Economics & Political Science (General Course, 2026–27).
My academic focus centers on the intersection of rigorous mathematics and real financial markets — from stochastic processes and derivatives pricing to algorithmic strategy backtesting. I am excited to bring this foundation into a career as a quantitative trader at a prop trading firm.
Skills & Technologies
Why Quantitative Trading?
The Math
Quantitative trading is where applied mathematics manifests in its purest, most immediate form—where stochastic calculus, linear algebra, and probability theory converge under adversarial market conditions.
The Problem
Markets are the world's largest distributed, adversarial optimization problem. Every tick is a puzzle, every position is a hypothesis. I thrive on solving problems where solutions must be engineered from first principles.
The Rigor
What attracts me most to proprietary trading is the uncompromising culture of objective correctness. The market doesn't care about elegant theories or academic credentials—it only cares if your edge is mathematically sound and flawlessly executed.
Education
Denison University
B.S. Applied Mathematics & Financial Economics | Minor, Computer Science
- Coursework: Time Series Analysis, Probabilistic Modeling, Statistical Theory, Advanced Econometrics, Real Analysis, Advanced Linear Algebra, Advanced Differential Equations, Financial Markets, Data Structures, Data Systems.
- Involvement: Denison Economics Fellow, Teaching Assistant (Mathematics & Economics), Docent (Admissions), Community Advisor (Housing), Student Ambassador (Annual Funds), Denison Investment Club.
London School of Economics & Political Science
General Course (Year Abroad)
- Coursework: Financial Statistics, Risk Management and Modelling, Games and Economic Behaviour, Mathematics of Finance and Valuation, Computational Methods in Financial Mathematics
- Involvement: Trading Society, Economics Society, Swimming, Athletics & Running, Dance
Self-Study & Certifications
Honors & Awards
Experience
Undergraduate Research Fellow
Denison University, Department of Economics · Granville, OH
- Engineered a walk-forward pipeline in Python across 18 equities (∼72,000 observations), benchmarking 11 models of GARCH, HAR-RV, Random Forest, XGBoost, and LSTM with 96 monthly refits.
- Constructed a 31-predictor feature matrix (volatility lags, return dynamics, microstructure, VIX signals); identified lagged realized volatility (28.5%) and 20-day maximum absolute return (18.6%) as the top predictors.
- Designed four portfolio backtesting strategies with transaction-cost modeling; found that GJR-GARCH(1,1) with Variance-Risk-Premium strategies achieved the best trading performance (Sharpe 2.96).
Investment Analyst & Trader Intern
Liberfield Capital · New York City, NY
- Conducted equity research, performed macro analysis, and built valuation models (DCF, DDM, comps) for an investment pitch on Cameco (NYSE: CCJ) to the Managing Director and a panel of fund professionals.
- Achieved 15% ROI on a $100K simulated portfolio over 4 weeks, trading futures and options strategies with 5 teammates.
- Applied time-series models and factor analysis to macroeconomic indicators (GDP, CPI, rates, volatility) to anticipate market moves and support weekly investment committee meetings.
Founder & CEO
American Excellence · Quang Tri, Vietnam
- Built and led a team of 8 tutors delivering 50+ IELTS preparation sessions weekly; designed 5 training programs to standardize quality.
- Led a sales/marketing team of 3; acquired 250+ students; developed, executed, and managed 10+ targeted marketing campaigns on Facebook and Instagram, growing a combined social media following of 5,000+ users.
- Generated $55,000+ in lifetime sales with a 30% margin; helped 100+ students achieve scores in the top 25th percentile.
Let's Talk
Open to quant trading internships and full-time roles. Reach out through any of the channels below.
“In the short run, the market is a voting machine, but in the long run it is a weighing machine.”
— Benjamin Graham