I am currently a Quantitative Trader at Fidelity Investments within the Fixed Income domain, focusing on rates trading and yield curve analytics. My expertise lies at the intersection of applied mathematics and computational science, with a strong emphasis on machine learning and numerical modeling. Outside of quantitative finance, I actively manage a growing portfolio of residential real estate investments.
Academically, I earned a Ph.D. in Applied Mathematics and an M.S. in Computational Science and Engineering from Harvard University. As an NSF-GRFP fellow in Prof. Katia Bertoldi’s group, my research centered on modeling bio-inspired optimized materials and deploying generative parametric machine learning algorithms for soft robotic actuators and embedded sensor data classification. Prior to my doctoral work, I completed a thesis-based M.Eng. in Engineering Sciences at Harvard under Prof. James R. Rice, investigating the physics of subglacial hydrology, and received my B.S. in Mechanical Engineering from Case Western Reserve University.
You can find more information about my background, research, and projects using the links above.