# CHRISTIAN MACION

**Quant Researcher · Multi-Agent Research Architecture · Statistical Validation & Strategy Research**

christianmacion26@gmail.com · +63-991-616-2630 · Digos City, Davao del Sur, Philippines (UTC+8) · LinkedIn

> **FIT FOR: Two Sigma · Citadel Securities · Jane Street · Hudson River Trading · Balyasny · Jump Trading :  QR / Research Engineer seat**

## SUMMARY

Quant Researcher who builds, statistically validates, and honestly retires systematic strategies under a pre-registration-aware, multiple-testing-controlled framework. I treat false positives as enforced methodology :  banking each one into a reusable research-integrity playbook :  and ship an automated monthly forward-out-of-sample monitoring pipeline so the live track record is un-gameable.

I previously served as an AI Systems Engineer / Quantitative Researcher on the systematic-strategy desk (NDA-protected; closed past contract 03/2026 - 06/2026) (PM with publicly attributable initials, NDA-protected desk), where I evaluated 40+ strategy families across 5 asset classes (equity-index, crypto, energy, metals, agriculture) under a 31-gate statistical filter; built 10+ point-in-time, look-ahead-disciplined data pipelines from scratch on free public sources; and implemented the modern selection-bias stack :  Deflated Sharpe Ratio, Probability of Backtest Overfitting via CSCV, Minimum Backtest Length :  scipy-free in numpy.

I design with reproducibility and adversarial verification as the first-class concern, not the final step. My strategies carry a cost-routed multi-agent AI research architecture (11 agents) alongside them :  used to compress expert time and to keep an honest, versioned audit trail of how the research was actually run. Available 30 hrs/wk for a Tier-1 systematic-strategy desk that values bank-the-lesson honesty over headline Sharpe.

## Core Skills

- Systematic Strategy Research (momentum · mean-reversion · vol carry · stat-arb)
- Pre-Registration & Multiple-Testing Control
- Deflated Sharpe Ratio (Bailey & López de Prado)
- Probability of Backtest Overfitting :  CSCV
- Minimum Backtest Length (MinBTL)
- Walk-Forward · Block-Bootstrap CIs · Monte-Carlo
- Random-Timing & Regime-Shuffle Nulls
- Sharpe / Sortino / Drawdown / Profit Factor
- Point-in-Time Data & Look-Ahead Discipline
- 5-Era Stability & Sub-Period Robustness
- Cointegration & Pairs Trading
- Variance Risk Premium & Options Carry
- Regime Conditioning (vol-targeting, vol-regime filter)
- Transaction-Cost Realism & Slippage Modeling
- Backtesting Engine (numpy, pandas, SQLite)
- Python (numpy / pandas / pyarrow / boto3 / matplotlib)
- SQL for Finance · AWS S3 Data Lakes
- Statistical & Mathematical Modeling
- Probability · Linear Algebra · Time-Series
- AI-Assisted Research & Literature Review
- Multi-Agent Architecture (research workflows)
- Reproducible-Build Discipline & Ledger Audits

## EDUCATION

- **Financial Management Studies (current)** — University of Mindanao (UM) (1st Semester, AY 2026-27 (enrolled))

- **Engineering Studies (units completed)** — University of Southeastern Philippines (USeP) (2022 - 2024)

- **Philippine Science High School (PSHS)** — PSHS System :  Southern Mindanao Campus (Graduated 2022)

- **Certified Technical Analyst Program** — Society of Technical Analysts of the Philippines (Tier-1) (Dec 2025)

## Technical Tools

- Python (numpy / pandas / pyarrow / boto3 / matplotlib)
- SQL · SQLite · DuckDB
- AWS S3 (data lakes + frozen-spec evaluation ledger)
- Git & GitHub (versioned specs, audit trail)
- TradingView + Pine Script
- Jupyter / Google Colab
- Notion · Obsidian (research journals)
- ffmpeg / shell (data-pipeline orchestration)
- Multi-Agent AI Research Architecture (11 agents)

## RELEVANT EXPERIENCE

### AI Systems Engineer / Quantitative Researcher (contract) — systematic-strategy desk (NDA-protected; closed past contract 03/2026 - 06/2026)

*Remote · 03/2026 - 06/2026*

- Evaluated 40+ systematic-strategy families across 5 asset classes (equity-index, crypto, energy, metals, agriculture) under a 31-gate statistical filter; advanced candidates through paper-shadow and live forward out-of-sample testing under pre-registration and frozen-spec evaluation.
- Implemented modern selection-bias statistics from scratch in numpy :  Deflated Sharpe Ratio, PBO via CSCV, Minimum Backtest Length :  plus block-bootstrap CIs, random-timing nulls, walk-forward, and Monte-Carlo suites; the methodological spine of every shipped number.
- Built 10+ point-in-time, look-ahead-disciplined data pipelines from scratch on free public sources ($0 budget) :  byte-range subsetting, completeness guards, gap logging, and idempotent incremental pulls to produce reproducible research-grade datasets.
- Caught and documented false positives as enforced methodology :  banking each into a reusable research-integrity playbook :  and designed an automated monthly forward-OOS monitoring fleet (scheduled data pull → S3 sync → frozen-spec evaluation → ledger) that produces un-gameable live performance evidence.
- Designed a cost-routed multi-agent AI research architecture (11 agents + 22-module skills library) and authored an institutional operating standard plus 16 research studies / teaching workbooks adopted across the desk.

### Independent Quant Researcher — Self-Directed Practice

*Remote · 01/2025 - 05/2026*

- Designed, backtested, and statistically-validated systematic strategies on crypto and equity-index universes using Python; evaluated via Sharpe, drawdown, win-rate, and profit factor under pre-registration-aware discipline.
- Read and summarized 20+ academic and practitioner papers on momentum, mean-reversion, volatility carry, statistical arbitrage, and multi-agent AI architectures into structured one-page research notes.
- Maintained a research journal documenting hypotheses, methodology, statistical tests, and outcomes :  building a personal library of structured quant knowledge that fed into a subsequent research-desk engagement.

### Crypto Trading Systems Research Assistant — Ledger51 Trading Community

*Davao Region, Philippines · 10/2025 - 04/2026*

- Supported structured analysis of crypto trading workflows: order-execution systems, trading bots, and platform mechanics :  translating operational behavior into research-graded breakdowns.
- Documented execution friction and platform inconsistencies affecting trading accuracy and consistency; contributed to a structured documentation pass used for research and training purposes.

## CERTIFICATIONS

### Finance, Trading & Economics

- Certified Technical Analyst Program :  STA Philippines (Tier-1)
- Certified Technical Analyst :  CertifyMe
- Financial Trading in Python :  DataCamp
- Math for Finance Professionals :  DataCamp
- Foundations of Growth Equity :  Goldman Sachs
- JPMorgan Chase Investment Banking Job Simulation :  Forage

### Mathematics, Statistics & Programming

- Getting Started with Python for Finance :  LinkedIn
- SQL for Finance Professionals :  LinkedIn
- Understanding Data Science :  DataCamp

### AI, Data Science & Technology

- Introduction to AI Agents :  DataCamp
- AI Fundamentals :  DataCamp
- Artificial Intelligence Fundamentals :  IBM
- Introduction to AI :  Google
- AI for the Modern Workforce :  Ateneo de Davao University

### Selected Events, Hackathons & Programs

- Galactic Problem Solver :  NASA Space Apps Challenge (Zurich) :  Oct 2025
- BIDA META AICCELERATE 2025 :  Meta & Bayan Academy :  Dec 2025
- UP Data Science Society :  ACLE 2026 :  Feb 2026
- Speedrun Ethereum :  ETHPH Mindanao :  Aug 2025