My journey to quantitative finance started at Columbia University where I studied Mathematics of Finance.

I worked as a quantitative analyst at an energy trading company, providing support to the natural gas and oil trading desks. My responsibilities included assisting with the structuring, pricing, and risk management of commodity derivatives.

I worked as a quantitative analyst at a structured products firm, where I helped build and validate quantitative models for equities, commodities, and foreign exchange markets.

I worked as a quantitative analyst at the investment bank with a primary focus on structured finance. My responsibilities included designing and validating structured product models to support the equity business.

I worked as a portfolio manager at a asset management firm. I helped to build a quantitative asset management group and a structured products business. During my tenure, I launched two algorithmic ETFs and built cross-asset structured products businesses that targeted institutional and retail investors.

I work as a quantitative analyst for a digital asset firm, where I focus on building factor risk models and risk attribution systems.