San Francisco Bay Area
• Estimated staggered difference-in-differences models to evaluate the impact of wildfire-induced property damage on mortgage repayment • Developed an R program leveraging geospatial and parallel processing techniques to calculate the distance of properties to wildfire perimeters for over 1 billion observations • Wrote technical documentation and validated production code for Copula-based bond yield models • Used econometrics to assess the impact of bank M&A activity on PPNR model performance
I taught introductory microeconomics