Chicago, Illinois, United States
Mathematician by training, with interest in probability theory (discrete and continuous), statistical learning, algorithmic game theory, and applications of algebraic/graph theoretic methods to problems in those fields.
Work with clients to leverage public and private data to power predictive models that unlock large scale challenges.
Delta 1 quant
Index and ETF options trading. Microstructure modeling, low latency alpha research and execution
Proved a set of longstanding conjectures about the structure of the solution space of the perceptron model in the case of gaussian disorder, a work done under the supervision of Prof. Allan Sly. In particular, the structural properties of the solution space has important implications for the performance of neural networks in solving classification problems. Worked on the mixing time of certain markov chains on the Cayley graph of the symmetric group with Prof. Evita Nestoridi. The goal was to closely characterize the rate at which certain freely-generated random processes converge to some stationary distribution, and to transfer some of the work recently done on random walks on the symmetric group using representation-theoretic tools to the study of random walks on other groups. In particular, understanding the mixing times of random walks on discrete matrix groups has important implications for computer graphs and machine learning. Conduced Topological Data Analysis (TDA) research under the supervision of Prof. Andrew Yarmola. Used novel TDA techniques in order to engineer features for classifying organelles in an electron microscopy dataset. Wrote solutions and edited the 2nd edition of Online Convex Optimization textbook for Prof. Elad Hazan (MIT Press, 2021)
Led the research and development of a novel commodities ML asset pricing and alpha model, which was then used by the firm. Received return offer.