I'm a Computer Science student at Northeastern University (AI Concentration) with interests in quantitative finance, machine learning, and applied AI systems
- Quantitative finance & market modeling
- Machine learning & statistical modeling
- RAG systems
- Computer vision & applied AI
- Languages: Python, Java, R, C, JavaScript
- ML/AI: scikit-laern, TensorFlow, XGBoost, LlamaIndex, MediaPipe
- Data: NumPy, Pandas, SQL
- Tools: Git, Linux, OpenCV, REST APIs, JSON
IBM
- Software Developer Co-op (August 2026 - December 2026) Watsonx Orchestrate
MFS Investment Management
- Quantitative Research Associate Intern (Summer 2026) Equity research
- AI Automation Developer Co-op (July 2025 - December 2025) Power Platform
RAG Pipeline for SEC 10-K Filings
Built a retrieval-augmented generation pipeline to analyze unstructured SEC filings using vector similarity search and table-aware retrieval.
Predicting Market Volatility Around Earnings
Developed and evaluated regression, tree-based, and sequence models to predict post-earnings volatility across S&P 500 equities.
Computer Vision Posture Assessment Tool
Implemented a MediaPipe-based posture analysis system using skeletal landmark data and supervised ML for real-time inference.
- LinkedIn: http://www.linkedin.com/in/charles-heese


