BSc, Math, MTU, 04-06
MSc, Quant. Fin., ETH, 09
PhD, App. Math, McGill, 10-14
BSc, Pure Math, Michigan Tech University, 2004-2006
MSc, Quanitative Finance, ETH Zurich, 2007-2009
PhD, Applied Math, McGill University, 2010-2014
I completed my undergraduate education at Michigan Technological University in Pure Mathematics. The research of the math department there focuses primarily on discrete and combinatorial problems. I then completed an MSc in Quantitative Finance from ETH Zurich. My thesis topic was a numerical study of options prices driven by exponential Levy processes under a diffusion approximation for the small jumps. I am now studying under Prof. Rustum Choksi and Prof. JC Nave here at McGill. I consider generalizations of a class of geometric optimization problems known as Centroidal Voronoi Tessellations. In addition to my academic tenure, I have work experience in Risk Management of Alternative Investments as well as conducting statistical analyses and data mining projects with the massive remote sensing datasets in the atmospheric sciences.
My CV is available here.