Years of chess training taught me to think in probabilities, work with uncertainty, and turn patterns into strategy. That same curiosity led me to quantitative finance. I hold a B.S. in Applied Mathematics with a minor in Computational Finance from the University of Washington. Prior to joining the MSCF program, I explored U.S. and APAC equity markets through quantitative research internships, working on low- to medium-frequency signal construction, macro-driven S&P 500 return forecasting, ETF allocation research, and Monte Carlo pricing for structured products. I enjoy bringing rigor and creativity to teams at the intersection of math, code, and markets. I look forward to connecting with professionals in the industry and playing a quick game of chess to try out some new openings.
