Unfortunately, I cannot share much about the work that I did as part of my internship at Two Sigma because of dealings with secure IP.
Every FinTech company has financial simulations, that is an open secret. I worked on a project to measure the robustness and precision of the financial simulations. I designed reports that display the results of Monte Carlo-inspired analyses performed on the financial simulations using Pandas, NumPy and Matplotlib for swift analysis and plot generation.
The process was fully automated using internal tools, and Jinja was used for rendering the reports using HTML templating. The reports can be easily accessed by engineers and modelers at Two Sigma and has a lot of scope in the future. As of leaving Two Sigma full time, I was informed that this was converted into a full project and taken over by a different team and is still in use.
