I am a Finance PhD Candidate currently on the Job Market at Brandeis University in Waltham, MA. My primary interests are in transformer models applied to asset pricing in a time-series context.
I have extensive experience in quantitative research, with a strong computer science background. Expertise in R, Python, SQL, and advanced statistical models. I have a proven track record of producing high-quality deliverables in a fast-paced environment. I have a passion to develop innovative, data-driven strategies through the application of machine learning, transformers, and high-frequency data analysis.