I am passionate about leveraging technology and quantitative methods to drive innovation through investment solutions.
Driven by curiosity about market behavior, I'm a Financial Engineering student at USC focused on applying data analysis to financial markets. The race to find alpha excites me—discovering patterns in regime shifts, volatility surfaces, or cross-sectional equity signals that translate to real trading strategies.
I'm drawn to the challenge of building models that work not just in backtest but in live markets with transaction costs and changing regimes. I see myself in quantitative research / trading roles where statistical rigor meets practical trading constraints. My interests span systematic equity research, fixed income modeling, and derivatives pricing.
Download CV →Time-series forecasting (ARIMA/ARMA/GARCH) · Portfolio optimization · Risk management · Derivatives pricing
Python · C++ · SQL · Git · Pine Script · Excel/VBA
pandas · numpy · statsmodels · scikit-learn · LightGBM · cvxpy · matplotlib
STEM-designated Master’s degree
Eligible beginning January 2027
Required until early 2030
Independent Algorithmic Trader & Developer
Quantitative Researcher (Competition)
Prompt Engineer
Custody Intern · Income & Fiscal Services
Junior Analyst · Financial Services
Applied research in statistical modeling, algorithmic trading, and derivatives pricing
Python · statsmodels · Markov-switching · Nelson-Siegel VAR
Built 3-state Markov-switching model detecting latent Recession/Growth/Expansion regimes in GDP, inflation, and unemployment. Integrated yield-curve forecast with regime-conditioned mean-variance optimizer.
Python · Black-Scholes · LightGBM · cvxpy · Streamlit
Minute-level NBBO-aware delta-neutral simulator with BS theoretical pricing, Greeks calculation, and put-call parity residual tracking. Features asymmetric spreads with inventory lean and delta-band hedging.
Python · LightGBM · Purged CV · Feature Engineering
Developed cross-sectional ML alpha signals on ~280M rows and 2.4k features for market-neutral 20-day return forecasts. Deployed live in Numerai's hedge fund with automated weekly retraining.
Python · Options Pricing · Real-time Data
Real-time arbitrage detection tool for put-call parity violations across options chains.
Python · Event Study · Statistical Analysis
Systematic analysis of post-earnings announcement drift patterns across market cap segments.
Open to quantitative research opportunities, collaborations, and discussions