CV

Academic CV, last updated 4-26-24.

One-page resume, last updated 4-26-24.

Positions Held

• Postdoctoral Research Assistant, Oxford-Man Institute, Oxford University, September 2023 - present
  • Supervisor: Álvaro Cartea

Education

• Ph.D in Mathematics, UT Austin, August 2018 - June 2023
• Visiting Student, Oxford University, Oxford-Man Institute, April 2022 - August 2022
• Fulbright Scholar, Ethnomusicology, October 2017 - June 2018
• A.B. in Mathematics, Princeton University, September 2013 - June 2017

Industry Experience

• Equity Quant Intern, Bank of America, June 2023 - August 2023
  • Developed neural network based derivatives pricing algorithms in PyTorch for structured products

Talks

2024

• Stochastic Analysis Seminar, Oxford University
• Mathematical Finance Seminar, Illinois Institute of Technology

2023

• CFEM and UBS AI & Data Research, Cornell University
• UT Austin Economics Department Theory Seminar
• Western Conference of Mathematical Finance

2022

• Junior Mathematical Finance Seminar Series (UT Austin)
• Junior Applied Math Seminar Series (UT Austin)

2020

• Junior Probability Seminar Series (UT Austin)
• Inequality in STEM Seminar Series (UT Austin)

Awards, Honors, and Scholarships

• Visiting Student (Oxford-Man Institute), January 2023
• Visiting Student (Oxford-Man Institute), April 2022 - July 2022
• Frank Gerth III Teaching Excellence Award (UT Austin), 2021
• Summer Research Fellowship (UT Austin), 2021
• David Bruton Jr. Graduate Fellowship in Mathematics (UT Austin), 2019
• Phi Kappa Phi Honor Society, 2019
• Fulbright Research Fellowship (US Department of State), 2017-2018
• St. Anthony Hall Education Fund (St. Anthony Hall), 2017
• Mathematics Summer Research Award (Princeton), 2016
• Martin Dale ‘53 Summer Award (Princeton), 2015
• Princeton German Book Award (Princeton), 2015

Skills

• Mathematical Analysis
  • Probability, Statistics
  • [Partial, Ordinary, Stochastic] Differential Equations
• Python
  • Pytorch

Supervision

• Nuri Hasan (MCF, Oxford)
• Yuxuan Guo (MCF, Oxford)
• Yassir Farchi (MCF, Oxford)

Service and Outreach

• Organizer, OMI Machine Learning Research Lab (Oxford), 2024

• Organizer, OMI Finance Research Lab (Oxford), 2024

• Organizer: Junior Mathematical Finance Seminar (UT Austin), Spring 2022

• Graduate Representative (UT Austin Math Department), Fall 2020 - Fall 2021

• Directed Reading Program Mentor (4 students), Fall 2018 - Fall 2021

• Organizer: Inequality in STEM Seminar (UT Austin), Summer 2020

• Alt. Representative, Graduate Student Assembly (UT Austin)2018 - 2019