Columbus, Ohio, United States
📚 Economics Ph.D. Candidate at The Ohio State University. 📑 Conducting research focused on: 1) evaluating consumer price transparency policies in experimental settings; and 2) estimating the impact of monetary policy on demographic differentials in labor market outcomes. Topics of interest include advanced statistical methods and quantitative analysis, behavioral and experimental economics, and macroeconomic theory and monetary policy. 💼 Former quantitative analyst and model developer at Bank of America (Risk Analytics; Consumer Model Development; Mortgage Loss Forecasting). Built complex statistical model systems to forecast credit events and monetary losses for residential mortgage and home equity loans over a $250B+ portfolio. 📚 Gettysburg College graduate with a B.S. in Mathematical Economics (cum laude with honors) and a minor in Computer Science. Received Economics Honors and the Outstanding Honors Thesis Award - highest departmental distinction for authoring the Class of 2022 best research paper in Economics. Inducted into ODE Economics Honor Society.
• Led model development for mortgage products loss forecasting - a $250B+ portfolio of residential mortgage and home equity loans. • Responsible for the lifecycle of modeling loan-level delinquencies including data processing, model specification testing, and documentation. • Conducted simulation studies incorporating Monte Carlo and cluster sampling to assess the state- and time-varying sensitivity of the mortgage portfolio to macroeconomic shocks (interest rate and unemployment). • Developed custom statistical packages for big-data analytics (Apache Spark) to compute linear and logistic regressions, including unsupported procedures such as robust errors estimation. • Designed and implemented comprehensive software testing libraries (up to end-to-end level) in Python for high-stake statistical and mathematical algorithms used by the analytics organization.
• Developed algorithms to detect asset price and order volume anomalies on large-scale order book logs for U.S. equities, utilizing Python and SQL. • Extrapolated client-specific trading patterns to identify volatility in trading behaviors, improving the accuracy of market manipulation detections and trade surveillance practices. • Created real-time stock market trading dashboards in Tableau with SQL to showcase surveillance capabilities, rank client-specific order volumes, and plot regional trend forecasts. • Spearheaded the automation initiative for 3 executive-level reports, optimizing the flow of raw data to analytical insights output in Python and Spark. • Programmed a data consolidation tool using Excel VBA on 3000+ files, saving 120+ FTE hours.
• Facilitated weekly (total of 44) laboratory sections for Energy and Experimental Economics courses with 16-20 students each. • Taught students how to use the z-Tree programming software package (C++ based) to develop economic experiments. • Prepared weekly in-class and homework assignments; facilitated weekly office hours.
• Designed and created 3 economic experiment software programs for faculty research with z-Tree (C++ based) simulating dynamic intra- and inter-day energy markets. • Conducted 37 laboratory experimental sessions, collecting and processing data from 340 participants’ decision-making. • Developed automated pipeline to clean and organize data from individual experiments in Python; performed advanced quantitative analyses (e.g., random effects probit regressions) in Stata. • Developed a structural proxy VAR model in MATLAB and analyzed shock-response innovations in labor market metrics, outlining monetary policy implications. • Designed an augmented multi-agent New Keynesian DSGE model to study the heterogenous effects of interest rate shocks on labor market outcomes.
Initiative Planning and Execution (Fraud and Claims Strategy and Operations) Placement • Performed statistical modeling on vast datasets to showcase business impact with Excel and VBA. • Designed and implemented key project reporting outputs with Tableau and SQL based on interviews with business leaders. • Presented findings on loan default analysis, digital deployments, and financial literacy tools.
Kolbe Research Fellowship Recipient • Conducted an independent experimental study, assessing the impact of price transparency policies on price formations and monetary outcomes for consumers. • Performed an extensive literature review; designed and developed a modified bargaining game model in Java; recruited subjects and facilitated laboratory experiments; collected and processed data; conducted econometric analysis in Stata. • Prepared weekly reports to advisors; presented findings at a collegewide research conference and an intercollegiate economics conference in New York City.