Process | Optimization | AI4Science | AI4Finance
I'm a Master's student in Chemical & Biomolecular Engineering at Cornell University (@varnerlab), researching sequential decision-making under uncertainty. Before grad school, I spent 8+ years at Aramco as a Process Control & Digitalization Engineer, optimizing complex industrial processes and leading digital transformation initiatives.
I develop and apply models like Hidden Markov Models (HMMs), Markov Decision Processes (MDPs), and Reinforcement Learning to tackle challenges in quantitative finance, power systems, and chemical process control.
| M.S. Chemical & Biomolecular Engineering | Cornell University (2024 -- 2026) |
| Exec. Ed. Digital Transformation | UC Berkeley, Haas School of Business (2022) |
| B.Eng. Chemical Engineering (Honors) | University of Leeds (2014 -- 2017) |
Industry: 8+ years at Aramco -- Process Engineer, Operation Excellence Specialist, Digitalization Engineer, Process Control Engineer
- Core Methods: Hidden Markov Models, Markov Decision Processes, Reinforcement Learning
- Specialized Topics: Multi-Armed Bandits & Contextual Bandits for adaptive decision-making
- Applications:
- Quantitative Finance: Algorithmic trading, volatility modeling, market simulation
- Engineering Control: Optimal control and optimization for power systems and chemical processes
- Tools & Languages: Julia, Python | Stochastic modeling, time-series analysis, numerical optimization
- Mathematical optimization: LP, NLP, and Mixed-Integer Linear Programming (MILP)
- Decision-making under uncertainty: Stochastic Programming and Robust Optimization
- Large-scale optimization algorithms, from Dynamic Programming to global solvers
- Algebraic modeling languages like Pyomo and JuMP
- Open-source Julia/Python libraries for Reinforcement Learning in financial markets
- Applying contextual bandits to real-world optimization or control problems
- Control frameworks for chemical processes or power grids using MDPs
- Research at the intersection of stochastic modeling and quantitative trading
