LinkedIn Profile A slalom run lasts sixty seconds, yet it is often won by hundredths of a second. The clock fails to capture the sheer volume of labor compressed into that minute. I am drawn to quantitative finance because it mirrors this specific challenge. That is why I am pursuing a career as a buy-side quantitative researcher. I graduated from Colgate University with honors in Applied Mathematics and Economics, winning the Chi-Ming Hou International Economics Award and the Colgate Hackathon. My research spans financial SDEs, volatility spillovers in emerging markets using ARMAX-GARCH and ACJI systems, and dynamic Nash bargaining frameworks over sequential trade networks. At Walmart Global Tech, I engineered AI-powered testing infrastructure that drove meaningful cost savings within weeks of deployment. My actuarial work at Select Health applied statistical risk modeling to large-scale rate-setting and risk adjustment. What makes my experience unique is synthesis. I bridge worlds that rarely speak the same language: the abstract theory of applied mathematics and the high-speed demands of big-tech; the quantitative models of finance and the human-centric models of economics. I am a lifelong ski racer, former captain of the Colgate Alpine Ski Team, and an avid mountain biker, climber, and electric guitarist. I’d love to connect to discuss how I can add value as a Quantitative Researcher.
