I am a Quantitative Trader at Fidelity Investments specializing in the Fixed Income domain. My work sits at the intersection of applied mathematics and computational science, with a primary focus on numerical modeling and machine learning. Outside of quantitative finance, I actively manage a growing portfolio of residential real estate investments.

My approach to complex problem-solving is grounded in a rigorous academic background. I earned my Ph.D. in Applied Mathematics and an M.S. in Computational Science and Engineering from Harvard University. As an NSF-GRFP fellow in Prof. Katia Bertoldi’s group, my research focused on modeling bio-inspired optimized materials and applying generative parametric machine learning algorithms to control soft robotic actuators and classify embedded sensor data. Prior to my doctoral work, I completed an M.Eng. in Engineering Sciences at Harvard under Prof. James R. Rice, researching the physics of subglacial hydrology, and a B.S. in Mechanical Engineering from Case Western Reserve University.