ABOUT ME

I am always interested in discussions about quantitative modeling, data science, complex systems, and physics. Feel free to reach out. 

In 2024, I joined Citibank as a Quantitative Risk Analyst in the Market Risk Analytics team. I currently develop risk models for securitized products. I extract insights from large datasets, identify patterns and build analytical tools that support trading and risk teams across structured credit markets. I focus on designing intuitive modeling frameworks, simulations, and dashboards that improve decision-making and reduce the time required to deliver results.

I hold a PhD in Physics from University of Houston, where I studied quantum aspects of information and thermality in conformal systems and quantum foundations. My research focused on analytical and computational methods for understanding complex dynamical systems. The analytical and computational methods I developed in my PhD naturally extend to the modeling of large financial markets, where similar challenges arise in understanding large, data-driven and highly stochastic systems. 

Outside of work, I enjoy playing soccer, reading, hiking, and traveling.