Current Position
I am currently a Quantitative Researcher at Squarepoint Capital.
Biography
I graduated from Princeton University and the University of Waterloo. At Princeton, I was a graduate student in the Operations Research and Financial Engineering department. I previously obtained a BMath in Mathematical Finance, with minors in Pure Maths and Statistics at Waterloo. In 2021, I completed my MMath in Statistics at the Department of Statistics and Actuarial Science, under the supervision of Alexander Schied. My thesis explored pathwise aspects of rough integrators, as well as deep learning methods to learn roughness.
Research Interests
I am interested in applications of stochastic analysis to mathematical finance.
