About me

I have developed algorithms for the extraction of signals embedded in potentially incomplete multivariate time series and predicting extreme climate events through non-parametric statistical techniques. Currently, I'm working for Vise Technologies, Inc. building optimal portfolios using convex optimization techniques and python.

Key words:

Principal Component Analysis, Linear Dimensionality Reduction, Quantile Regression, Optimization, Covariance/Graph Estimation, Machine Learning, Hypothesis Testing.

Education

• Ph.D., Statistics and Environmental Science, Stanford University, 2016. (Advised by Bala Rajaratnam and Paul Switzer)
• Masters, Physics, Cambridge University, 2011.
• B.Sc, Physics, McGill University , 2008.

Experience

• Senior Quantitative Engineer, Vise Technologies Inc. , 2021-present
• Senior Machine Learning Engineer, Cognite , 2020-2021
• Senior Data Scientist, Orbital Insight , 2018-2020
• Post-doctoral fellow in Climate Statistics, University of Chicago , 2017-2018