Quant Researcher | Financial Engineer | AI & Optimization Enthusiast
I am a financial engineer with a deep-rooted passion for uncovering hidden market inefficiencies. My journey into this field began during the Global Financial Crisis of 2008, an experience that shaped my understanding of the financial markets and sparked my curiosity. What started as a simple exploration of data analysis evolved into an obsession with data science, leading me to pursue advanced quantitative research, machine learning, and optimization techniques to develop cutting-edge investment strategies.
Along the way, I have had the honor of receiving a Human Rights Award and a Best Entrepreneur Award, two milestones that reflect my broader dedication to making a positive impact in every aspect of my life. These experiences only fueled my drive to dive deeper into the world of finance, ultimately guiding me towards quantitative finance.
To build on this passion, I enrolled in Lehigh University, where I pursued a degree in Financial Engineering, gaining invaluable industry experience working at a hedge fund in New York City. My role there involved quantitative research, data science, and developing innovative strategies, which further solidified my interest in this field. I have had the opportunity to work on a variety of corporate-sponsored projects, including factor investing, NLP for CDS, TPLF (litigation financing), index creation and deployment, and machine learning optimization.
During my time at the hedge fund, I developed a strong interest in alternative data and fixed income, which continues to drive my research today. My current goal is to publish papers on factor investing, TPLF, and other innovative strategies that aim to optimize the financial landscape.
Beyond finance, I am passionate about running marathons for charity, competing in squash matches, and painting abstract ideas that mirror the complexity and beauty of the algorithms I create.
When I’m not coding or optimizing portfolios, you’ll find me: