I explore the intersection of quantitative finance, data science, and applied research — with a focus on building robust models, strategies, and tools for modern asset management.
With a background in finance and engineering, I work across systematic investing, risk frameworks, and financial machine learning. My approach blends rigorous research with practical implementation.
Also worked with: HPC clusters (WU), SLURM job arrays, WRDS, Bloomberg Terminal, Refinitiv, GitHub Actions
- I enjoy simplifying complex systems, whether in markets, code, or theory
- Macro trends, volatility structures, and FX dynamics are recurring themes in my work
- Passionate about aesthetics in both modeling and design
- I enjoy good espresso, elegant research papers, and exploring nature, ideas, or motion
