Aspiring Quantitative Trader · UChicago

Henry Felgenhauer

M.S. Financial Mathematics candidate at the University of Chicago, with a B.S. in Statistics (GPA 3.76). Focused on quantitative finance, statistical modeling, and Python-based tools for options markets.

[email protected] LinkedIn GitHub
3.76
GPA · B.S. Statistics
+35.8%
Portfolio · Past Year
+139%
Portfolio · Since 2022
+6%
Election Arb Return
M.S. Financial Mathematics
Expected Dec 2027
University of Chicago
B.S. Statistics
GPA 3.76 · June 2026
University of Chicago
  • Dean's List 2024–2025 academic year
  • Financial Markets Program — selective 3-year program; weekly workshops, employer visits, Booth School coursework
  • Coursework: Statistical Theory, Machine Learning, Markov Chains, Brownian Motion, Numerical Linear Algebra, Financial Accounting
Python R SQL NumPy Pandas SciPy Flask Matplotlib ggplot2 Excel
Languages
Latin — Proficient French — Intermediate Ancient Greek — Beginner
Election Arbitrage
Hedged the 2024 election by buying Trump-win bets alongside DJT puts, returning 6% regardless of outcome. Built a custom pricing model to optimize bet sizes and put strikes.
Personal Investment Portfolio
Actively manage a portfolio of stocks and long-dated options selected on valuation. Returns: +35.76% past year, +139.41% since inception (Nov 2022).
Thematic Trading Group — Rates Desk
Weekly trade pitches on macro events. Co-prepared a 40-minute presentation to the UChicago endowment on de-dollarization and its investment implications.
Eagle Scout — Troop 98, Washington D.C.
Awarded 2022. Served 2 years as Senior Patrol Leader of a 40-member troop; oversaw 80% membership growth.
CORE Statistics Tutor
University of Chicago Oct 2025 – Present
· Tutor college students in probability theory, linear regression, statistical inference, and methodology
Research Assistant — UChicago Medical School
University of Chicago Mar 2025 – Present
· Analyze large medical residency application dataset to detect racial bias using Wilcoxon Rank Sum, Fisher test, and Ordinal Regression
Assistant Camp Director
James C. Justice Scout Camp, Summit Bechtel Reserve Jun – Aug 2025
· Oversaw weekly programming logistics for up to 300 scouts
· Trained and mentored 32 camp staff in customer service and program facilitation
STEM Lead / Instructor
James C. Justice Scout Camp Jun 2022 – Aug 2024
· Taught STEM merit badge courses (Welding, Automotive, Engineering, Plumbing) to 10–30 scouts
· Received camp-wide Employee of Excellence Award
University of Chicago Sep 2024 – Jun 2026
· Treasurer (Sep 2024 – Jun 2025) — managed club logistics and budgeting
· Secretary (Sep 2025 – Jun 2026) — handled communications and records for the premier origami club on campus
Private Calculus and Statistics Tutor
Independent Aug 2022 – Mar 2025
· Tutored high school students in Statistics and Calculus including integration and linear regression
Academic Tutor
St. Anselm's Abbey School Aug 2020 – Jun 2023
· Tutored in Algebra, Latin, and Grammar; Harvard Book Award (2022), Faculty Award (2020, 2023); graduated with 4.0