LinkedIn Profile I am most engaged by work that begins with a difficult question, improves through iteration, and produces a measurable result. Quantitative finance embodies that process. At the University of Toronto, I studied Engineering Science, specializing in Engineering Mathematics, Statistics, and Finance, and graduated with a 4.0/4.0 cumulative GPA. There, I pursued Python and mathematical projects in portfolio optimization and financial modeling. My capstone focused on fixed-income index replication u ing yield curve simulation, macroeconomic regime detection, and constrained optimization. I also co-authored research that used NLP-based classification to structure an ESG event dataset, then applied econometrics and random forest models to study cross-industry differences in stock-return dispersion. I most recently applied that technical foundation as an Investment Banking Summer Analyst at Scotiabank. During my Equity Capital Markets rotation, I built a framework to generate option-implied share-price distributions using a stochastic volatility model. The experience clarified that I am most drawn to roles where quantitative methods are central to financial decision-making. Outside of finance, I trained at the School of American Ballet, American Ballet Theatre, and Boston Ballet School before teaching younger dancers. I welcome opportunities to connect with professionals in quantitative research, systematic investing, and portfolio construction.
