I am a Senior Quant working in the hedge fund industry, specializing in leveraging data for systematic, market-neutral equity trading on a mid-frequency scale. In addition, I am an Adjunct Professor in the Industrial Engineering and Operations Research Department at Columbia University, where I teach graduate-level classes at the intersection of data science and quantitative finance.
Previously, I held research and leadership positions at JP Morgan Chase, Yale University, Columbia University, and New York University. I earned a Ph.D. in Applied Mathematics from the Courant Institute of Mathematical Sciences at New York University.
