Ana Calderon is a quantitative investment strategies professional with eight years of experience applying applied mathematics, statistics, and data science to portfolio construction and client solutions at Goldman Sachs. A Notre Dame graduate with a double major in Applied Mathematics & Statistics and Economics and a Data Science minor, she translates rigorous statistical research into customized asset allocation and risk-management strategies. She has progressed from analyst roles in the Strategic Quantitative Asset Allocation team to a client portfolio management associate, blending technical modeling, economic analysis, and client-facing communication. Known as a collaborative problem-solver, Ana brings both bold interpersonal skills and a disciplined quantitative toolkit to fast-paced, multidisciplinary teams. Outside of finance, her academic training in socially responsible data science (iTREDS) and internships in data science and consulting reflect a consistent focus on ethical, impact-aware analytics.
8 years of coding experience
Course on Community Impact and Global Issues, Course on Community Impact and Global Issues at Georgetown University
Bachelor of Applied Science - BASc Computational and Applied Mathematics Economics minor in Data Science, Bachelor of Applied Science - BASc Computational and Applied Mathematics Economics minor in Data Science at University of Notre Dame
Course on Marketing and Consumer Behavior, Course on Marketing and Consumer Behavior at Columbia University
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Ana Calderon - Quantitative Investment Strategies Client Portfolio Management Associate