Last summer at Morgan Stanley, I worked on an ultra-low-latency trading system. My job was to strengthen the stress-test framework that proves it keeps up. Under load, the framework kept stalling. I traced the failure to a subtle flaw deep in the code and fixed it, raising the framework's throughput by about 45 percent. The team had scoped ten weeks for the work; I finished in two. That experience set my direction. I come at quant work from the engineering side: low-latency C++ and performance optimization. I learn the finance by building it, fitting volatility smiles to SPY options and flagging order-book regimes. I adapt fast, and once I commit, I deliver. My foundation is computer science and mathematics. I graduated from Vanderbilt summa cum laude with a 4.0, and my undergraduate research earned a national Honorable Mention from the Computing Research Association. MSCF is where I deepen the finance, from stochastic calculus to fixed income. I'm seeking a Summer 2027 internship in quantitative research, trading, or quantitative development. Let's connect on LinkedIn. I'd welcome a conversation over Zoom or coffee. 听
