About Me

I was an Assistant Professor at the University of Arizona from 2012 to 2015 before moving to Raleigh, NC due to family reason. After several years developing strategies and softwares, I founded San Marino Asset Management, LLC in 2019, a quantitative investment management company specializing in options strategies and risk management.

I was a Postdoctoral Researcher at the University of Pennsylvania from 2009 to 2012. I obtained my Ph.D. in Statistics at Purdue University in 2009 without a de facto advisor. Prior to Statistics, I received an M.S. in Financial Engineering in 2003 from Columbia University and a B.S. in Electrical Engineering and Computer Science with High Honors in 2001 from the University of California, Berkeley. I also studied Bioengineering at the University of California, San Diego from 1997 to 1999.

I have been influenced by my experiences with Y. C. Fung, Rainer K. Sachs, Jayanta K. Ghosh, and many others.