Mathematics & Computer Science · NYU

Researcher at Trexquant, working on options volatility. I build research systems that are honest about costs, fills, and what the data can't tell you.

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Experience

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Aug 2026 – Present · New York
ResearcherNOW
Trexquant Investment

Signals and ensembles for equity and commodity options, built to survive real trading costs.

  • Equity options: fundamental-driven signals and signal ensembles robust to slippage, transaction, roll and restrike costs on 1-month and 6-month horizons.
  • Straddles, strangles, put and call spreads, risk reversals.
  • Commodity options: starting from events data, trading risk reversals, term structure and vol pricing around events.
May 2025 – Jan 2026 · New York
Quantitative Trading & Research Intern
Pan Capital Management

Commodity option pricing, VaR under stress, and the data pipelines underneath.

  • Statistical models for commodity option pricing from vol surface dynamics and forward curves.
  • Scenario analysis and delta-gamma / full-revaluation VaR under stressed markets.
  • Python/SQL pipelines for macro and options data; calibration 42% faster on large parameter sweeps.
May – Aug 2024 · Houston
Data Science & ML Intern
MD Anderson Cancer Center

Deep learning for medical image segmentation; co-author on the MIST preprint and first author on the RSNA abstract.

  • PyTorch segmentation pipelines; 33.6% model improvement; statistical modeling on noisy clinical data.
Sep 2023 – Sep 2025 · NYU
Research Assistant & Teaching Assistant
Applied Math Lab · Courant Institute

Volatility modeling and backtesting tools; TA for Data Structures.

  • Asset price and volatility modeling with ARIMA, LSTM and stochastic simulation (Sep 2023 – May 2024).
  • Office hours and problem sets on recursion, complexity and object-oriented design (Sep 2024 – Sep 2025).

Projects

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Kalshi BacktesterPython · 2026Systematic research and execution framework for event contracts: queue-aware L2 fill model, point-in-time data, walk-forward evaluation, and one engine for replay, paper and live.Read →Monte Carlo Portfolio SimulatorFastAPI · ReactCorrelated GBM simulation with optional Student-t tails, calibrated from tickers.Read →Solar Generation ForecastingTime seriesSix models on monthly U.S. solar generation, from a fitted sinusoid and SARIMAX to a seasonal neural network.Read →LSTM Equity SignalsPyTorchNext-day price prediction from news sentiment and prices: it worked on a stable, well-covered stock and failed on a volatile one.Read →

Research

papers & abstracts
MIST: Medical Imaging Segmentation ToolkitarXiv 2407.21343Modular deep learning toolkit with custom losses for clinical imaging.Read →Automated Biliary Segmentation for PTBDRSNA abstractSegmenting dilated biliary ducts to improve patient selection, benchmarked against nnU-Net.Read →Reverse-Time Migration for Ultrasound TomographyPaperSeismic wave-equation imaging adapted to ultrasound for better depth reconstruction.Read →

Education

2023 – May 2026 · GPA 3.9 / 4.0
B.A. Mathematics & Computer Science
New York University · Minor in Music

Stochastic Calculus, Probability, Mathematical Statistics, Algorithms, Machine Learning. USACO Platinum · Dean's Honors List · Point72 Cubist Hackathon.

2019 – May 2023 · 95 / 100
High School Diploma
St. John's School

Multivariable Calculus, Linear Algebra, Differential Equations, PDEs, Robotics. AP Scholar with Distinction · Louis Armstrong Jazz Award.

Contact

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