Please describe your overall experience in the program.
I participated in the URA program in the summer of 2011, under supervision of prof. Jochen Könemann and prof. Levent Tunçel. I enjoyed the program very much. I had a chance to work on an interesting project in the area of Combinatorial Optimization and Rational Convex Programs, and was able to obtain some exciting results. It was a great experience working with Jochen and Levent, and I learned a lot from our regular meetings and discussions, in terms of how to approach research, to develop intuition, and to understand how the project fit within the existing literature. The URA program also included weekly meetings for all students in the program, consisting of lectures by C&O professors on a wide range of subjects. Furthermore, all students presented their research towards the end of the summer, which was a nice opportunity to learn about what everyone else was working on. Overall, it was a wonderful experience, due to a very well-organized and rigorous schedule, interesting projects and close involvement by the faculty, and the high caliber of both the students and the faculty involved in the program.
How has your participation in the URA program impacted your later experiences?
The URA program was a very important stepping stone in my research career. During undergraduate studies, there are not many research opportunities for students in Mathematics (at least in Canada), and in my opinion, the URA program is one of the best such opportunities. I feel that over the summer that I spent in Waterloo, I significantly developed my research skills, learned a lot about various subjects in Applied Mathematics, and had a more concrete idea about my research interests by the fall of my final undergraduate year, when I was applying to Ph.D. programs. I believe the participation in the program was an important factor in me being lucky to get a placement in the Operations Research Ph.D. program at MIT. Furthermore, I was quite productive in my research efforts early on in the program in part to the skills and knowledge that I developed during the URA program.
What have you been up to since your URA position, and what are you working on now?
A year after I finished the URA program, I started a Ph.D. at MIT in Operations Research. I truly enjoyed my time at MIT, and it was a great and fulfilling experience. While there, I focused on projects in the areas of Dynamic Trading and Behavioral Finance. Since completing the Ph.D. in May 2016, I have been working at BlackRock as a Quantitative Researcher – and while this is not a purely academic position, it is still heavily research-focused, which is an aspect that I very much enjoy.