LinkedIn Profile I graduated from the University of Michigan with dual degrees in Mathematics and Data Science, where I built a strong foundation in statistical modeling, machine learning, and quantitative analysis. Through the Michigan Finance and Mathematics Society, I visited Chicago trading firms and gained firsthand exposure to quantitative trading, which sparked my interest in applying data-driven models to investment decisions. At Shepherd Ventures, I co-led a machine learning team developing equity selection and portfolio optimization strategies that strengthened downside protection during volatile markets. At Huatai Securities, I implemented risk parity and macro-factor allocation strategies, backtesting multi-asset portfolios to improve risk-adjusted returns and reduce drawdowns. I also competed in the IMC Prosperity Trading Competition, where my team ranked in the top 1% globally by building multi-asset trading agents and quantitative decision strategies across arbitrage and derivatives hedging. Through Carnegie Mellon University's MSCF program, I hope to deepen my expertise in quantitative research, machine learning, and financial engineering. I am currently seeking Summer 2027 opportunities in quantitative finance. Let's connect virtually or in person to discuss how my quantitative background, programming skills, and passion for financial markets can contribute to your team from day one.
