About
I am a quantitative problem solver operating at the intersection of academic rigor and active trading. My career is defined by a balance of foundational theory and market reality.

As an Associate Professor of Finance, soon to be Full Professor and incoming Department Chair, I specialize in the computational complexities of derivatives, with deep expertise in numerical methods and American option pricing. I apply this knowledge in both my teaching and my trading.

For over six years, I have actively traded options using my own capital, validating forecasting models and refining applied risk management strategies in real time. This experience grounds my work. Whether I am teaching investments or consulting on quantitative methods, I combine the precision of a researcher with the practicality of a trader.
Currently, I am focused on applying machine learning and forecasting models to the implied volatility surface. This work has sparked renewed curiosity in behavioral finance, specifically in how investor psychology drives pricing anomalies in option markets. I help organizations and students alike look past the standard models to find sharper, data-driven solutions to complex pricing puzzles.

Associate Professor

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