Physics at Columbia
Earned a physics degree with research in quantum mechanics and astrophysics.
Combining quantitative physics training and computational methodologies to analyze and forecast financial markets.
With a physics degree from Columbia University and computational research experience at the Flatiron Institute, I apply quantitative methods and physical principles to model and analyze financial markets.
For the past six years, I have been working as a Quantitative Analyst at Goldman Sachs. My role involves developing robust mathematical models to forecast market behavior, support trading strategies, and manage financial risk. I enjoy bridging the gap between scientific computing and complex market dynamics.
Developing predictive models and market forecasts.
Applying numerical simulation and physics methods.
Processing complex, large-scale financial data.
Modeling market risk and assisting investment decisions.
Earned a physics degree with research in quantum mechanics and astrophysics.
Conducted computational physics research at the Center for Computational Quantum Physics & CCA.
Joined as a Quantitative Analyst, developing models to forecast financial markets.
Continually exploring advanced algorithms and ML in market prediction.
"Bridging the disciplines of physics and finance through mathematical elegance and computational power."
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Primary language for data analysis, modeling, and research simulations.
95%Used for building high-performance, low-latency financial models.
85%Rigorous application of mathematics and statistics to market behavior.
95%Designing structures to simulate and forecast investment strategies.
90%
Years at Goldman Sachs
Simons Foundation Centers
Analytical Rigor
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