Michael Tesfaye
Thinking about systems, ML, and markets
I'm a CS and Finance/Statistics student at Penn (M&T), graduating May 2026. I'm interested in low-level systems, machine learning, and their applications in trading and markets.
I was a quantitative trading intern at Jane Street in New York. Conducted two research studies for my trading desks (Fixed Income and Commodities). Fixed Income: modeled adversity in bond request-for-quote auctions. Commodities: developed hedging models for natural gas basis futures; wrote a production notebook run daily to generate historical hedged return data for the desk. Developed proprietary trading systems to algorithmically trade different exchange scenarios.
I was in the Computer Science Research Mentorship Program at Google (remote). Worked closely with mentor Dr. Carlos Esteves on multimodal deep learning (e.g. CNNs, GPTs).
I was a Software Development Engineering intern at Amazon Web Services in Seattle. Designed and developed a Java-based data engine pipeline exporting construction management data from Procore to Amazon S3 for over 10k projects every 12 hours (SNS, SQS, Fargate).
Jerome Fisher Program in Management and Technology, University of Pennsylvania. B.S.E. in Computer Science, minor in Mathematics (SEAS); B.S. in Economics, dual concentration in Finance and Statistics (Wharton). Graduating May 2026.
Michael Tesfaye is a student in the Jerome Fisher Program in Management and Technology at the University of Pennsylvania, pursuing a BSE in Computer Science and a BS in Economics with concentrations in Finance and Statistics. He has interned as a quantitative trading intern at Jane Street and as a software development engineer at Amazon Web Services, and has worked on systems and machine learning projects with applications in markets. His interests include correctness, performance, and incentive design in real-world systems.
CIS 1600 — Discrete Math for Computer Science (UPenn, Aug 2023–May 2024). Teaching Assistant: enhanced student learning by grading assignments, creating homework problems, hosting recitations and office hours, and assisting professors with instruction of the course material.
Nothing here yet.
See more on GitHub.
Kalshi Market Making (Aug 2025–present). University of Pennsylvania, team of 5. Senior design project implementing semi-systematic market making and taking for Kalshi.
CIS 5050: Software Systems (Aug–Dec 2025). Penn, team of 4. Distributed cloud platform in C++ with stateless frontend web servers and a partitioned, replicated backend key-value store (PUT/GET/CPUT/DELETE). Fault tolerance via replication, checkpointing, logging, and coordinator-driven failover. Multithreaded HTTP/1.1 server with cookies, persistent connections, and load balancing for webmail and cloud storage.
CIS 5480: Operating Systems (Jan–May 2025). Penn, team of 4. UNIX-like OS in C on a single kernel process (pthreads). FAT-based virtual file system, FCFS priority scheduling. System calls and shell with piping, job control, and file system interaction.
In progress
Smaller papers