Research            Pictures

I build/run quantitative trading and risk management systems at a small hedge fund in Sausalito, where we focus on capital structure arbitrage, credit relative value and volatility surface arbitrage strategies. I also teach quantitative methods (time-series econometrics, portfolio optimization, risk management, credit risk modeling and derivatives pricing) in the Masters in Financial Engineering program at the Haas School of Business, Berkeley.

On the academic side, my older research is mostly in development economics, including some work on management and productivity in manufacturing firms in India. I finish my PhD in economics at Berkeley this May (2010).

In 2003-05 I was working under the Chief Economist and Director of Development Policy at the World Bank. I hold bachelors degrees in economics and international relations from Stanford University (2003).