Hello, I'm
ML Researcher · Quantitative Finance · Biomedical Engineering
Graduate researcher at the University of Toronto with dual master's training in Engineering and Financial Mathematics. I build uncertainty-aware ML systems, quantitative models, and optimization algorithms for hard, high-dimensional problems.
I am a graduate researcher at the University of Toronto completing my M.A.Sc. in Biomedical Engineering (CGPA 4.0/4.0), with a focus on uncertainty-aware optimization in high-dimensional systems. I also hold an MFM in Financial Mathematics from McMaster University (CGPA 3.9/4.0).
My research spans machine learning, Bayesian optimization, and stochastic modelling — with applications ranging from autonomous scientific experimentation to quantitative finance. I love solving hard problems at the intersection of rigorous mathematics and modern ML.
Previously, I interned at the Royal Bank of Canada where I built deep generative models for AML risk analysis, and at Ciena Corporation as a software developer. I also TA at the Rotman School of Commerce for Risk Analytics.
Risk-aware autonomous experimentation algorithm for high-dimensional optimization. Achieved 17× speedup over naive baselines and 6× over ML baselines (XGBoost and MLP) in discovering optimal configurations.
DGP for t+1 log-return prediction on 3-month high-frequency crypto data. Achieved +81% Sharpe vs XGBoost (65.5 vs 36.1) and 50% lower max drawdown in 3-fold walk-forward backtest.
Multi-factor HJM model in C++ for forward-rate curve simulation using PCA factors. Achieved ~30× speedup vs Python in Monte-Carlo simulations via Eigen. Computed key rate durations and curve sensitivities.
VAE in Python to learn latent implied volatility surfaces and moneyness. Modelled volatility surface structure across strikes and maturities, capturing nonlinearity in the latent space.
"Developing Algorithms for the Discovery of Serum-Free Cell Culture Media"
Omics4CMeat 2025
I'm always open to discussing research collaborations, quant opportunities, or just connecting. Feel free to reach out!