United States
Volatility surface dynamics modeling
Developed systematic strategies applying AI-derived sentiment signals to products including 1DTE options, G10 FX and multi-asset. Produced multiple Jupyter notebooks in Python using Pandas and Scikit-learn packages. Wrote reports about the efficacy of NLP in selected strategies.
Invited to provide academic support to Dartmouth students taking MATH 3 and MATH 8 (calculus), as part of the Peer Tutoring Program. Developed lesson plans for weekly sessions, adapting to individual learning styles and course progress.
Worked with Professor Anne Gelb on applied mathematics research. Developed Python code to implement coherent change detection (CCD) algorithms applied to synthetic aperture radar (SAR) images. Designed algorithmic methods to enhance accuracy in change detection processes via noise reduction and edge detection.