Hi! I am a quantitative researcher at Bloomberg in the team led by Bruno Dupire.
I recently 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.
Short CV
2020-2024: PhD in Financial Mathematics, ORFE, Princeton
2023-2023: Visiting PhD student in the Mathematical Finance Group, University of Southern California. Mentor: Prof. Jianfeng Zhang
2022-2024: Bloomberg Quantitative Finance PhD Fellow. Mentor: Bruno Dupire
2018-2020: MSc in Financial Engineering, EPFL
2014-2017: BSc in Mathematics, EPFL
2016-2017: Exchange year at ETH Zurich
Full CV -> available here
Email: vt4[at]alumni [dot]princeton[dot]edu
