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