Quantitative Engineer · Data Scientist

Data science &
quantitative modeling

I build data-driven models and quantitative systems at Goldman Sachs — combining machine learning, statistics, and computational tools to solve complex problems in finance. CFA & FRM charterholder. University of Michigan alumni.

Goldman Sachs Since Oct 2024
Citibank 2020 to 2024
CFA Charterholder 2024
FRM Charterholder 2022

Data scientist & lifelong learner

I'm a Quantitative Engineer at Goldman Sachs (Oct 2024 – present), applying machine learning, statistical modeling, and data engineering to build systems that power quantitative investment strategies.

Previously at Citibank for four-plus years, I developed and maintained risk models — working across data pipelines, time series analysis, and scenario simulation at scale.

I hold an MS in Data Science from the University of Michigan, where I focused on deep learning, computational data science, and parallel computing. My BS in Quantitative Finance gave me a strong foundation in mathematics and statistics. I've always been drawn to using computation to extract signal from complex systems.

Python Machine learning Deep learning Statistical modeling Data engineering Time series Parallel computing

Education

MS in Data Science

University of Michigan · 2018–2019

BS in Quantitative Finance

University of Michigan · 2016–2018

Interests

History Economy Swimming Snowboarding Guitar

Selected work

View all →

A life of exploration

When I'm not modeling risk, I'm exploring — from the canyons of Zion and beaches of the Bahamas to the streets of Chongqing. Travel keeps perspective sharp.

Bahamas
Lisbon
Zion
Memory
Spain