Quantitative Risk Modeling (Structured Credit) – Quant Senior Analyst in the Market Risk Analytics team at Citibank, developing risk models and analytical tools for securitized products. My work involves analyzing large financial datasets, designing quantitative models and simulations, and building dashboards that support trading and risk management decisions.
Complex Systems and Theoretical Physics Research – PhD research at University of Houston on quantum aspects of information and thermality in conformal systems. Developed analytical and computational methods to study complex dynamical systems using techniques such as path integrals, operator methods, and statistical analysis.
Statistical Modeling, Scientific Computing, and Data Science – Extensive experience applying statistical methods, numerical modeling, and Python-based scientific computing to analyze complex datasets, build predictive models, and extract patterns across physics, epidemiology, and financial systems.
Simulation of Complex and Stochastic Systems – Designed computational simulations to study systems with many interacting components, including financial markets, epidemic spread, and quantum systems.
Infectious Disease Modeling (Computational Physics) – Developed mathematical and computational models to study disease transmission dynamics and population-level spread during my master’s research.
Experimental and Data-Driven Research in Materials Science – Conducted experimental research during my undergraduate studies on the magnetic properties of thin films used in magnetostrictive materials, combining laboratory measurements with quantitative analysis.
Teaching and Mentorship in Quantitative Methods – Experience teaching and mentoring students in physics and computational methods, including laboratory instruction and coursework involving mathematical modeling and scientific computing.