Hello, I'm Gregory!

Bachelor of Science
Applied & Financial Mathematics Senior

United States House of Representatives

Used financial analysis to rank the top 75 NY-13 District funding priorities under Congressman Espaillat in the 118th Congress budget and appropriations.

Brooklyn College, CUNY

Use statistical modeling to project budget expenditures and build back-end infrastructure to streamline financial accounting operations.

I was awarded a $2,000 grant for my research project at the City University of New York (CUNY) - Fall 2025: Markov-Switching Black-Scholes Financial Market Models

Gregory Barco

Featured Projects

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

Financial Modeling – Brooklyn College, CUNY

Data Analysis Project

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

Predicted April 2024 Columbia University encampments in March 2024

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Data Modeling
Python implementation that imports Bloomberg Terminal data to optimize 6 parameters for bond yield curves. Uses advanced numerical methods to identify mispricing opportunities and optimize portfolio allocations for US treasuries.
import numpy as np import pandas as pd from scipy.optimize import minimize import matplotlib.pyplot as plt def nelson_siegel_svensson(maturity, beta0, beta1, beta2, beta3, tau1, tau2): """ Nelson-Siegel-Svensson yield curve model """ term1 = beta1 * ((1 - np.exp(-maturity/tau1)) / (maturity/tau1)) term2 = beta2 * (((1 - np.exp(-maturity/tau1)) / (maturity/tau1)) - np.exp(-maturity/tau1)) term3 = beta3 * (((1 - np.exp(-maturity/tau2)) / (maturity/tau2)) - np.exp(-maturity/tau2)) return beta0 + term1 + term2 + term3 # Optimize parameters for yield curve fitting def optimize_nss_parameters(market_yields, maturities): result = minimize(objective_function, initial_params, args=(market_yields, maturities), method='L-BFGS-B') return result.x
Python Bloomberg Terminal Bond Pricing NumPy/SciPy Financial Modeling Portfolio Optimization

Education & Technical Skills

Brooklyn College, City University of New York

Applied Mathematics • Financial and Actuarial Mathematics

📊 Mathematical Sciences

Probability Theory Linear Algebra Mathematical Statistics Mathematical Modeling Real Analysis Numerical Analysis Differential Equations Stochastic Calculus 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

Contact Me

About my projects and find my resume below!

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