I completed my PhD under the supervision of Prof. Palomar and I’m currently a Quantitative Trader at J.P. Morgan Hong Kong, working on systematic strategies across APAC markets.

During my PhD, I developed fast optimization algorithms for portfolio problems and statistical models for intraday signals. I also have hands-on experience building high-frequency trading systems, from alpha research to execution infrastructure.

Feel free to reach out about opportunities in AI & Fintech, or if you have interesting ideas to collaborate on!