I am a quantitative trader with a strong foundation in financial mathematics, applied statistics, and systematic options strategies. I use quantitative analysis to assess volatility, liquidity, skew, expiration risk, and trade opportunities.
I have experience trading defined-risk options strategies under proprietary firm capital. My work includes developing Python-based trading algorithms, monitoring hedges, evaluating performance across market regimes, and strengthening risk management practices.
I hold a Master of Science in Financial Mathematics from Johns Hopkins University and a Bachelor of Arts in Mathematical Economic Analysis from Rice University. My academic background includes probability theory, time series analysis, option pricing, stochastic differential equations, optimization, econometrics, and Monte Carlo methods.
I am proficient in Python, R, MATLAB, SQL, Excel, and LaTeX. I combine programming and statistical modeling skills to build analytical workflows, evaluate strategies, and solve financial and mathematical problems.
I also have experience supporting AI model development as a mathematics intelligence analyst and STEM subject matter expert. I design mathematical problems, create scoring rubrics, evaluate AI-generated solutions, and review reasoning for accuracy and logical consistency.
Trade defined-risk options strategies using firm capital, with analysis focused on option volatility, liquidity, skew, expiration risk, and potential trade setups.
Built an ATR-based Python trading algorithm to hedge short options positions with shares. Evaluate results across market regimes to improve strategy selection, hedge monitoring, and risk management.
Evaluate AI-generated solutions to multimodal mathematics problems, assessing the correctness of reasoning and final answers.
Write scoring rubrics used to consistently evaluate model responses and support improvements in mathematical reasoning quality.
Designed original mathematics problems intended to identify reasoning errors in large language models across algebra, calculus, differential equations, and related STEM subjects.
Produced step-by-step solutions and final answers for model training. Reviewed problem statements and solutions for mathematical accuracy, clarity, and logical consistency.
Maintained files, spreadsheets, and internal records supporting order processing, inventory, and shipping operations.
Entered and verified data in Excel and internal databases, tracked inventory usage, prepared shipping labels, and packaged outgoing orders.
Master of Science, Financial Mathematics
Relevant coursework included Probability Theory, Time Series Analysis, Option Pricing, Stochastic Differential Equations, and Optimization.
Bachelor of Arts, Mathematical Economic Analysis
Minors in Mathematics, Statistics, Computational and Applied Mathematics, and Financial Computation and Modeling. Coursework included econometrics, Bayesian inference, financial risk management, derivatives, Monte Carlo methods, numerical analysis, linear algebra, and game theory.
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