I'm an Applied Mathematics & Financial Economics student at Denison University (minoring in Computer Science), currently on a year abroad at the London School of Economics. I like building things that sit at the intersection of rigorous math and live markets โ from-scratch pricing engines, matching engines, and forecasting pipelines, not just notebooks.
Most recently: engineered a walk-forward volatility-forecasting pipeline across 18 equities and 11 models (GARCH โ LSTM) as a Denison Economics research fellow, and built a C++ limit order book matching engine compiled to WebAssembly with a differential fuzzer proving correctness across 200k+ operations. A few results along the way: Top 27 in the CME Global University Trading Challenge, Top 200 (US) in IMC Prosperity 4, and 2x National Finalist in Vietnam's Math Olympiad.
I'm currently looking for 2026 quant trading / quant research internships and full-time roles โ always happy to talk markets, models, or code.
Languages
Quant & Finance
Frameworks & Libraries
Tools & Platforms
Math & Statistics
- ๐ On year abroad at LSE (Fall 2026 โ Spring 2027) โ coursework in Financial Statistics, Risk Management & Modelling, and Computational Methods in Financial Mathematics.
- ๐ Equity Volatility Forecasting Research โ 10-week Denison Economics project testing ML vs. econometric models (GARCH, HAR-RV, XGBoost, LSTM) for equity vol forecasting; pending faculty sign-off on the final manuscript.
- ๐ Limit Order Book Simulator โ a from-scratch C++ matching engine (price-time priority, O(1)-average cancel) compiled to WebAssembly, with a live browser demo and a differential fuzzer for correctness.
- ๐ฒ Trader Titan โ a market-making trivia game against algorithmic bots, built to explore spread-quoting and inventory risk in a game-design context.
- ๐ Implied Volatility Surface โ live options-chain data rendered as an interactive 3D IV surface via Black-Scholes inversion.
- ๐งฎ Options Greeks Sandbox โ BSM + binomial-tree (Cox-Ross-Rubinstein) calculator comparing European vs. American exercise, with live Greeks.
- ๐ All of the above are showcased and kept up to date on my quant portfolio site.