About

I build data driven products in Bank of America Global Markets, including machine learning models. I specialize in Securities Lending , Market Risk, and Credit Risk modeling. I have also implemented systematic trading strategies implemented here.

I enjoy mentoring, so teach what I have learned at NYU, where I am an Adjunct Professor teaching Machine Learning in Finance. Here are some notes.

I made the picture on the left using neural transfer of the wrinkled texture (HuggingFace).

I engage with start-ups through my role at the Bank, as well as independently advise start-ups in the non-financial space.

Prior to my career in finance, I was using big data and ML Techniques during my PhD in Physics at Columbia University under Philip Kim.

Born and raised in Staten Island, NY, I know live in Westchester, where my main hobbies revolve around my three young and energetic kids. Beyond that, I make time for working out. I enjoy athletics: completed a marathon in 2016 and a (sprint) triathlon in 2019 and have taken up tennis more recently.

The nerdier side of me is adequately covered by the blog posts, but in case you aren't convinced, going to add here that I finished second in the NY Backgammon Open.