About

I am a PhD candidate in the Department of Statistics and Applied Probability at the University of California, Santa Barbara (UCSB). I am advised by Prof. Gareth W. Peters and affiliated with the Quantitative Risk Solutions Lab (QRSLab). My research interests are primarily in time series methodology, multivariate analysis, and statistical signal processing. Much of my work focuses on applications in econometrics and computational finance settings.

Prior to starting my PhD at UCSB, I worked as a junior trader for WH Trading, where I developed strategies and managed risk for a variety of futures market making books. I did my undergraduate degree in mathematics at Northwestern University where I worked in the Driscoll Lab.