I'm a research fellow at CUNY, Brooklyn College, where I study the dynamic regime-switching behavior of risky-assets (stocks). I hope to contribute to advancing derivative pricing and portfolio optimization strategies in Quantitative Finance as I prepare to enter the workforce.
During my internship in the U.S. House of Representatives for NY-D-13 part of the Appropriations and Budgeting Committee, I contributed to analysis of $1.2 Trillion+ in federal funds and the allocation of $100 Million+ to NYC infrastructure and community building projects.
Option Pricing on Markov-Switching Financial Markets
Model and characterize the dynamics of regime changes (bull/bear markets) in risky assets to optimize derivative asset pricing strategies and support optimal consumption for risk and portfolio management.
Computation & Simulation: Fortran, Visualization: Python
Report (Under Progress)
Code (Under Progress)
U.S. Federal Funds Rate (FED Rate): 30 YR Projection
Programmed Nelson-Svennson-Siegel Algorithm in Python to calculate the U.S. Treasury Federal Funds Raterisk-free rate at any point in the range of years 2025-2055, used in risk-neutral derivative asset pricing strategies.
Interpolation forecast accurate to the September 18, 2025 FED rate cut.
Computation & Visualization: Python
Notebook
Queueing Model for a Standard Elevator
Simulated an elevator queueing system using Monte Carlo methods to analyze system performance and identify operational bottlenecks under realistic operating conditions.
Computation & Simulation: Maple
Code
