I am a Strategist at Goldman Sachs focusing on design of cross-asset systematic trading strategies, where I leverage a strong quantitative background and financial expertise in a market-oriented client-facing position. Prior to Goldman Sachs, I earned a Ph.D. in Applied Mathematics from the University of California, Berkeley.
I have an extensive background in finance, including previous work experience in equities, fixed income, and commodities. I currently focus on cross-asset systematic trading strategies, but have training in exotics and securitization.
My academic interests lie at the interface of mathematical finance and control theory. I am constantly keeping an eye out for any interesting optimization problems originating from applications in finance and engineering.