LinkedIn Profile What do architecture, circuit designs and financial markets have in common? None reveal their logic at first glance. I graduated from Rice University with a major in Electrical and Computational Engineering and minors in Financial Computation and Modeling and Statistics. My path started from architecture, to engineering and now quantitative finance has been driven by the same across increasingly complex systems: why and then how. At Rice, I learned to decompose complex systems through circuits, signal processing and EEG/EMG research. Throughout my internship, I applied that mindset to mortgage prepayment behavior, interest-rate risk and equity signal selection. My curiosity pushed me to ask and my skepticism pushed me to test. My skills in statistical modeling, machine learning, and signal processing enable me to turn fragmented data into structured insights and improve as I learn. Outside academics, I love photography, traveling and snowboarding. Photography trains me to observe hidden patterns and delicate details. Snowboarding teaches me that uncertainty is not something to eliminate, but something to read, adjust to, and move through. I am especially interested in market-facing opportunities across FICC, macro, systematic trading, strategy and risk, where data, behavior and uncertainty meet. I would welcome any chance to connect with professionals who enjoy questioning assumptions, uncovering market signals, and applying research to practical decisions.
