Developed and implemented commodity trading algorithm for wholesale electric energy marketso 60% return on investment for FY2020Built new PPNR benchmarking tool for Citibank for 2022 CCAR stress testo Uses Bayesian ensemble modeling to assess inter-model variability, identify model risk, and capture maximum information from limited dataInvented AI-based player analysis tool for in-game decision making for Tampa Bay Rays baseball

As Director, Model Development I lead the quantitative modeling team for SCG's Alternative Strategies Fund.

Research and model development with GE Research in Finance, Renewable Energy, Additive Manufacturing, and more.Invented a new, state-of-the-art model of credit losses due for GE Capitalo Non-Parametric Modeling – utilizes Bayesian network theory to accurately model multi-modal, non-linear behavior across a wide range of transactionsLead developer for equity stress testing model for North American energy portfolioLead development of a new software product predicting… Show more Research and model development with GE Research in Finance, Renewable Energy, Additive Manufacturing, and more.Invented a new, state-of-the-art model of credit losses due for GE Capitalo Non-Parametric Modeling – utilizes Bayesian network theory to accurately model multi-modal, non-linear behavior across a wide range of transactionsLead developer for equity stress testing model for North American energy portfolioLead development of a new software product predicting dynamics of the wholesale energy markets for use with Wind Farm siting and operationo Risk Analysis – developed Bayesian statistical models to assess tail risk in extremely volatile market and develop risk-aware market strategiesDesigned and implemented Statistical Process Control software products for GE Additiveo Physics-based Modeling – created novel software calibration scheme based on optical physics combined with empirical data analysis Show less

Independent research in quantum field theory, quantum Brownian motion, and stochastic gravity Developed a spectral technique for computing stochastic realizations of quantum fluctuations of matter fields (including Gaussian and non-Gaussian fluctuations)

Research in quantum field theory and stochastic gravity