I graduated with a PhD in mathematics studying under Marco Avellaneda in May 2014.
My thesis was on modeling the implied volatility surface of option contracts, and more generally, of the whole US equity options market.
My research interests include quantitative finance, financial modeling, and probability.
Before NYU, I received a B.S. in Mathematics, with a minor in Economics, from MIT in 2009.
I have started a blog in order to address some of the things I've been thinking about outside of my research. My blog can be found here.
Here is a copy of my resume in PDF format.
Over the course of my studies I have received multiple awards, some of the more notable being: