I am passionate about leveraging technology and quantitative methods to drive innovation through investment solutions.
Los Angeles, CA · MS Financial Engineering @ USC
Driven by curiosity about market behavior, I'm a Financial Engineering student focused on applying data analysis to financial markets. The race to find alpha excites me—discovering patterns in regime shifts, volatility surfaces, or cross-sectional equity signals that translate to real trading strategies.
I'm drawn to the challenge of building models that work not just in backtest but in live markets with transaction costs and changing regimes. I see myself in quantitative research / trading roles where statistical rigor meets practical trading constraints. My interests span systematic equity research, fixed income modeling, and derivatives pricing.
Download CV →Time-series forecasting (ARIMA/ARMA/GARCH) · Portfolio optimization · Risk management · Derivatives pricing
Python · C++ · SQL · Git · Pine Script · Excel/VBA
pandas · numpy · statsmodels · scikit-learn · LightGBM · cvxpy · matplotlib
MS Financial Engineering
Expected: Dec 2026
BS Finance
2024
Your Role
Location
Your Role
Location
Applied research in statistical modeling, algorithmic trading, and derivatives pricing
Python · Library1 · Library2
Brief description of your project, what it does, and key achievements or metrics.
Python · Library1 · Library2
Brief description of your project, what it does, and key achievements or metrics.
Python · Library1 · Library2
Brief description of your project, what it does, and key achievements or metrics.
Open to quantitative research opportunities, collaborations, and discussions
15-min Chat