Quantitative researcher and engineer at the intersection of stochastic modeling, reinforcement learning, and market microstructure. Undergraduate at Emory University studying Human-Machine Interaction with concentrations in quantitative finance, computer science, and applied mathematics.
I build systems that turn mathematical structure into edge — from regime-aware portfolio allocation to real-time inventory automation via computer vision.
Math & Finance: Stochastic calculus, rough volatility, martingale pricing, PDE methods (Fourier series, heat equation), regime-switching models, portfolio optimization, risk-neutral measure theory
ML & RL: PPO, actor-critic architectures, GNNs, LightGBM, spectral methods for dimensionality reduction
Systems: Python, C++, Redis, Docker, Azure, FIX protocol, NVIDIA Jetson edge deployment
- Building out RAMPA's rBergomi volatility oracle with hybrid simulation schemes
- Researching private credit structuring — Brazilian FIDCs and US ABS tranching mechanics
- Coursework in PDEs/Fourier analysis, mathematical statistics, algorithm design, and data mining
- Active research with PhD advisor (twice weekly) on quantitative modeling