Quantitative Research Intern
Quantitative Finance Research Assistant
Graduate Teaching Assistant of AMS 318 Financial Mathematics and AMS 320 Quantitative Finance
Investment Associate / Fund Operations
Interested in financial market.
Ph.D. candidate in Applied Mathematics and Statistics with Time-inhomogeneous Lévy Processes research area. My current research topic is the Lévy processes applications in the TSIR models and bond derivatives pricing.
Adviser: James G. Glimm
M.Sc. in Financial Engineering
B.Sc. in Business – Finance