Gregory Barco

Bachelor of Science in Applied & Financial Mathematics
The City University of New York
Brooklyn College

Profile

At his first internship in the U.S. House of Representatives, he ranked the top 75 funding priorities for NY-13 through financial analysis. At Brooklyn College, he models budget projections and builds back-end systems to streamline financial operations.

Award: Tow Foundation CUNY Research Fellowship Fall 2025
Research Area: Markov-Switching Black-Scholes Financial Market Models
Supervisor: D. Pinheiro

View My Projects Contact & Résumé
Gregory Barco

Congressional Projects

Legislative Research & Mathematical Modeling – 118 U.S. Congress

Data Analysis Project

Basel III Banking Framework
Research & Vote Recommendation

Global financial regulation and risk management framework research

Presented to the Congressman and legislative staff

View PDF

Writing Sample
Data Analysis Project

Congressional Letter
Campus Hate Crime Statistics
to FBI and DOJ - H.R.6883

Led research on hate crime statistics across U.S. college campuses

Wrote a bipartisan letter signed by 13 members of Congress and the Anti-Defamation League

📄 Letter PDF
📰 News Press Release

Writing Sample
Data Analysis Project

Protest Forecast using
Geo-Spatial Analysis

Analyzed constituent data from Aug 1, 2021 - March 7, 2024

Predicted April 2024 Columbia University encampments in March 2024

Presented to the Congressman and legislative staff

View PDF

Data Modeling

Technical Projects

Showcasing quantitative finance exposure
And fullstack development

Nelson-Siegel-Svensson Yield Curve Model (Python)

Optimization of the Nelson-Siegel-Svensson model parameters for yield curve fitting and term structure analysis. My model ports data from the Bloomberg Terminal, reads the file and computes the parameters. R squared, Root Mean Square Error, and Mean Absolute Errors all optimized.
def nelson_siegel_svensson(t, β0, β1, β2, β3, λ1, λ2): """Nelson-Siegel-Svensson yield curve model. Parameter t: Time to maturity in years""" return (β0 + β1 * (1 - np.exp(-t / λ1)) / (t / λ1) + β2 * ((1 - np.exp(-t / λ1)) / (t / λ1) - np.exp(-t / λ1)) + β3 * ((1 - np.exp(-t / λ2)) / (t / λ2) - np.exp(-t / λ2)))
Upcoming Developments: (1) Bulk fixed-income securities analysis finding cheap and expensive bond pricings compared to the optimized model.
(2) Portfolio hedging
View Report Jupyter Notebook Interactive
Python NumPy SciPy Fixed Income Quantitative Finance

CUNY Brooklyn College: Target Corp vs CUNY Pepsi Corp Financial Analysis & Monte Carlo Simulation

Built comprehensive financial analysis dashboard with Python/Pandas to quantify vendor strategy effectiveness, featuring statistical analysis, Monte Carlo concepts, and interactive visualizations

Methodology

1. Time series data cleaning and standardization - One Year data collection One Year Statistical Validation
2. Standard deviation analysis for spending volatility
3. Year-over-year comparative statistical modeling
4. Multi-axis visualization with cumulative trend analysis
# Vendor Transition Impact Analysis with Statistical Modeling def vendor_transition_analysis(): # Load and process 20 months of financial data actual_data = pd.DataFrame({ 'period': ['Aug-23','Sep-23',...,'May-25'], 'spending': [779.8, 1284.04, 2664.68,..., 565.06], 'vendor_model': (['Target Only'] * 10) + (['Hybrid'] * 10) })
View Final Jupyter Notebook Report View Interactive Notebook
Python Pandas Data Visualization Financial Analysis Business Intelligence

Brooklyn College Central Depository Webpage

Front-end serves 14,000 students and 160 clubs at Brooklyn College.
Back-end serves my 6 person office, provides student organization accounting with real-time data synchronization and automated administrative workflows in Google Apps scripts.
// Google Apps Script - Database sync function if (matchesSearch) { // Get ordered items const items = getOrderedItems(row, columnMap); const calculatedTotal = items.reduce((sum, item) => sum + (parseInt(item.quantity) || 0), 0);}
View Website Preview Backend
HTML/CSS/JS Google Apps Script Database Design API Development System Architecture

Technical Skills & Github Code Repositories

📊 Mathematical Sciences

Probability Theory & Mathematical Statistics Linear Algebra Mathematical Modeling Real Analysis Numerical Analysis Differential Equations Stochastic Calculus Chaotic Dynamics of One-Dimensional Systems

💰 Financial & Actuarial Sciences

Derivative Pricing
(Black Scholes & Binomial Models) Fixed-Income Securities Portfolio Management Risk Assessment Interest Theory Hedging Strategies Financial Accounting

💻 Programming & Data Analytics

Python Java R Studio Power BI Microsoft Excel Maple (Computer Algebra System) Data Visualization Google Analytics Google Scripts Bloomberg Terminal
Mathematics Code Repository

Mathematics Code Repository

Quant Finance Repository

Quant Finance Code Repository

https://nbviewer.org/github/gregorybarco/jupyter/tree/main/

Jupyter Notebook Repository

Contact Me

View My Résumé

Connect Professionally


Email: [email protected]