About Me
I am currently on a garden leave after 4 years as a quantitative research lead of Short Horizon Futures & FX at Citadel GQS. I look forward to teaching at Columbia University in spring 2026.
Preivously, I spent 8 years at Two Sigma Investments, focusing on systematic futures and fixed income. During my PhD, I worked with Dr. Nancy Zhang.Professionally, I am interested in modeling data with inherently low signal-to-noise ratio. My academic work was primarily concerned with change-point problems on point processes and their applications in genomics. During my PhD career, I also consulted for a number of healthcare institutions and technology start-up.
Separately I am interested in technology, photography, and traveling.
