I am a quantitative researcher at DRW in Montreal. I graduated from the Concordia Institute for Information Systems Engineering (CIISE), where I completed my master’s thesis (M.A.Sc) under the supervision of Dr. Jia Yuan Yu. I also hold a bachelor’s degree in Electrical Engineering (B.Eng) from McGill. My research interests include change point detection, operations research and financial market microstructures.
MASc in Quality Systems Engineering, 2020
Concordia University
BEng in Electrical Engineering, 2013
McGill University
Responsibilities include:
Comparison of PCA and Autoencoders with Image Data.
Applying Kernel Change Point Detection to Financial Markets.