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Stevens Institute of Technology
Data Scientist
June 30, 2026 – Present
spread-option-benchmark
August 19, 2025 – Present
High-precision spread option valuation using the Hurd-Zhou Fourier formula with adaptive Gauss-Legendre quadrature integration
View ProjectApproximating-derivative-prices-in-continuous-time-models
January 5, 2023 – April 24, 2023
Implementation of paper of Kristensen, Mele: Adding and subtracting Black-Scholes: A new approach to approximating derivative prices in continuous-time models
View ProjectAvellaneda-Stoikov-MarketMaking
December 15, 2022 – December 18, 2022
Avellaneda-Stoikov-MarketMaking — GitHub repository
View ProjectApproximateVolatilityOption
November 18, 2021 – September 29, 2022
ApproximateVolatilityOption — GitHub repository
View ProjectCultural Fit Analysis
The candidate's personal projects show a strong inclination towards quantitative analysis and financial modeling, which aligns with a Data Scientist role, particularly in a quantitative finance context. However, the projects are predominantly personal and lack diversity in team collaboration or broader data science applications (e.g., machine learning, big data). The single listed work experience is current and future-dated, providing no historical context for cultural fit.
Soft Skills & Operational Fit
Insufficient data to assess soft skills or operational fit. No psychometric test results or interview feedback provided.