Hi! I am a quantitative researcher at Bloomberg in the team led by Bruno Dupire. My current research interests include pathwise calculi, feature embeddings, and optimal transport with bid-ask friction. 

I completed my PhD program in the Operations Research and Financial Engineering (ORFE) department at Princeton University, supervised by Prof. Mete Soner. My PhD dissertation, titled Free Boundaries, Functional Expansions, and Occupied Processes, is available here.