LinkedIn Profile What draws me to quantitative finance is the nature of markets themselves. They are constantly evolving as information, expectations, and participants interact, creating an environment where uncertainty is unavoidable. I am interested in using quantitative methods not to eliminate that uncertainty, but to understand it, measure it, and make better decisions within it. My path into quantitative finance began with a foundation in traditional finance and gradually became more technical. Studying finance gave me an understanding of valuation, market structure, and the economic intuition behind investment decisions. Over time, I became increasingly interested in approaching those same questions systematically through data, statistics, and programming. That shift led me to computational finance and ultimately to the MSCF program. My professional and research experiences have followed a similar progression. At Cascade Asset Management, I worked on the derivatives desk in trade operations, where I gained practical exposure to institutional markets, derivatives, collateral, and the mechanics behind trading activity. My undergraduate research on ESG ratings and carbon transition risk then gave me the opportunity to approach investment questions more quantitatively, working with large datasets, developing scoring frameworks, and applying empirical methods. Together, these experiences strengthened both my understanding of how markets function in practice and my interest in using quantitative tools to study them.
