Lab Staff
Peterson Iyayi Inneh
Hanlon Lab Assistant
| Job Title | Graduate Student Lab Assistant |
|---|---|
| Degree | MS in Financial Engineering |
| Peterson's LinkedIn Profile | |
| pinneh@stevens.edu | |
| Bio |
I am a Financial Engineering graduate student at Stevens Institute of Technology with a strong foundation in mathematics and applied mathematics from Mälardalens University in Sweden. My experience spans quantitative research, proprietary trading, and leadership as the co-founder and chief executive of an equities partnership in Sweden. I currently serve as a Lab Assistant at the Hanlon Financial Systems Center where I support hardware, software, databases, and in-lab teaching and research initiatives. I build systematic investment processes that combine probability, statistics, and software engineering. My trading focuses on price oscillator divergence aligned with a simple moving average trend filter and rule-based entries after confirmation. Risk is managed through fixed percentage stops, three-to-one reward-to-risk targets, position sizing that limits exposure to two percent per name, and safeguards on overall portfolio exposure. I design scans, back tests, and performance reporting in Python and Excel to track expectancy, drawdowns, Sharpe, win rate, and profit factor. My recent work includes portfolio management with stochastic controls using a Merton and Heston framework that integrates state transitions informed by common technical indicators. I have developed early warning models for financial distress with Altman Z Score and classical statistical tests, explored American option pricing with Monte Carlo and Sobol sequences, and built research pipelines that evaluate relative strength signals and candlestick patterns on adjusted price series. Before graduate school I co-founded and led an equities firm in Sweden where I oversaw strategy, research, operations, and investor relations through a successful multi-year period that concluded with a sale of the partnership. Earlier in my career I worked as a robot technician at Eberspacher AB where I maintained and improved industrial robotic systems and supported production reliability and upgrades. I work comfortably across probability, calculus, differential equations, linear algebra, numerical methods, stochastic calculus, and Markov processes. In finance I focus on derivative pricing, fixed income, options, time series, statistical analysis, and factor modeling. I code in Python, C++, C, Java, R, and MATLAB, and I enjoy leading teams through vision setting, prioritization, execution planning, and risk management. Beyond the desk I enjoy martial arts, boxing, basketball, football, reading, cooking, dancing, psychology, history, and philosophy. I speak English and Swedish. |