3.92 MFRM & BCom GPA
170 GRE Quant
1.81 OOS Sharpe
97.3% Extraction F1
8h+ Daily Saved

I work across math, finance, and machine learning, and I like problems that need all three. Most of these projects started small — a class assignment, a weekend idea — but I kept pushing because the questions got more interesting the deeper I went. Now I'm looking for a graduate program where I can do more of that.

Projects

01

ML-Alpha — Cross-Sectional Return Prediction

Personal project — replicates and extends Gu, Kelly, and Xiu (2020)

Machine learning models for cross-sectional U.S. equity return prediction. Replicates the GKX (2020) NN5 feedforward benchmark and introduces a cross-sectional Transformer that learns stock–stock interactions via self-attention, beating NN5 with half the parameters and no hand-crafted interaction features.

Transformer Sharpe 1.81  ·  OOS R² +0.47%  ·  Half the Params of NN5
Python · PyTorch · NumPy · Pandas · SciPy
02

Alpha Pipeline

Personal project — monthly U.S. large-cap systematic research

A monthly U.S. large-cap alpha research pipeline. Cross-sectional signal screening (IC, redundancy compression, incrementality), validation with frozen composites, and constrained mean-variance portfolio construction against a FF5+UMD factor-model covariance.

95 GKX Signals  ·  FF5+UMD Attribution  ·  Dollar/Beta/Sector Neutral
Python · NumPy · Pandas · SciPy · statsmodels · CVXPY
03

Private Credit Intelligence Engine

Evolved from an internship tool built at Ontario Teachers' Pension Plan

An agentic document intelligence system that ingests credit agreement PDFs, extracts 44 normalized covenant and pricing fields into structured data, self-verifies uncertain fields through a three-stage LLM correction loop, and generates portfolio-level risk analytics.

Precision 100%  ·  Recall 94.7%  ·  F1 97.3%  ·  Numeric Accuracy 96.5%
Python · OpenAI API · Anthropic API · PyMuPDF · Pydantic · Streamlit
04

Causal Sentiment Engine

Personal project exploring AI-driven macro-causal reasoning

A full-stack application that models macro-financial interconnectedness as a 3D interactive causal graph. An AI agent fetches real-time data, analyzes sentiment, and propagates shocks through 52 macro nodes connected by 117 directed causal edges.

52 Macro Nodes  ·  117 Causal Edges  ·  What-If Shock Simulation
Python · FastAPI · Next.js · React · Three.js · PostgreSQL · Redis · Anthropic SDK
05

Codesight

Personal project — interactive code structure visualization

A VS Code extension that visualizes any codebase as a drillable graph — directories through files down to individual functions, classes, and types. Uses tree-sitter for static analysis with no LLM required, and exposes structural intelligence as MCP tools for Claude Code agents.

9 Languages  ·  Tree-sitter AST  ·  MCP-Native
TypeScript · tree-sitter · VS Code API · Model Context Protocol

Background

Experience

Aug 2025 – Present
Manager, Data Process Automation
Scotiabank — Global Liquidity & Funding Management
Promoted within 1 year
Aug 2024 – Jul 2025
Senior Analyst, Regulatory Financial Review
Scotiabank — Global Liquidity & Funding Management
Python automation for LCR/NSFR/NCCF reporting · 8+ hrs/day saved
Jan – Mar 2024
Investment Risk Analyst
Ontario Teachers' Pension Plan — Credit & Capital Markets Risk
Built LLM-powered credit agreement review tool · 99% key term ID
May – Aug 2021
Data Analyst
Bohai Securities Co., Ltd
Tick-level trading data · Factor evaluation · 100mm+ portfolio

Education

2023 – 2024
Master of Financial Risk Management
Rotman School of Management, University of Toronto
GPA 3.92/4.0 · MFRM Director's Award · Dean's List, First Class (Top 10%)
2019 – 2023
Bachelor of Commerce — Finance & Economics Specialist
Rotman School of Management, University of Toronto
GPA 3.92/4.0 · High Distinction · Focus in Data Science · Dean's List ×3
Previously admitted to the University of Chicago MS in Financial Mathematics (2023). Chose Rotman MFRM for proximity to Canada’s institutional investors.

Mathematical Foundations

Self-directed study in graduate-level mathematics, in spare time.

Text Author Coverage
Probability: Theory and Examples Durrett Ch. 1–7 — Measure-Theoretic Probability, LLN, CLT, Martingales, Markov Chains, Brownian Motion
Real Analysis Folland Ch. 0–3, Parts of 5–6 — Abstract Measures, Carathéodory Theorem, Convergence Theorems, Fubini's Theorem, Radon-Nikodym Theorem. Hilbert Spaces, Riesz Representation Theorem, Lp Spaces, Hölder and Minkowski Inequalities
Principles of Mathematical Analysis Rudin Ch. 1–7 — Metric Spaces; Basic Topology, Continuity, Differentiation, Riemann Integral, Sequences and Series of Functions; Modes of Convergence. Weierstrass Approximation
Introduction to Linear Algebra Strang Complete — Vector Spaces, Determinants, Eigenvalues and Eigenvectors, SVD, Linear Transformations

Certificates & Continuing Study

Baruch MFE C++ Programming for Financial Engineering — Online certificate developed by Dr. Daniel Duffy and QuantNet. In progress.

Planned: Shreve Stochastic Calculus for Finance II, ODEs/PDEs, Sutton & Barto Reinforcement Learning, Raschka Build a Large Language Model (From Scratch).

Technical Skills

Italicized items indicate exposure-level familiarity; the rest I use regularly.

Languages
Python, SQL, TypeScript, C++ (Learning)
Python
Pandas, NumPy, SciPy, scikit-learn, PyTorch, statsmodels, CVXPY, NetworkX, PyMuPDF, Pydantic
AI / ML
NN, Transformers, Anthropic API, Claude Code, LangChain, RAG, Agent / Multi-Agent Systems, MCP
Full-Stack
FastAPI, Next.js, React, Three.js, PostgreSQL, TimescaleDB, Redis, Docker
Visualization
Streamlit, Plotly, Matplotlib, Seaborn
Finance
LCR/NSFR/NCCF (SFT, TRS, MBS, Options/Futures), Derivative Models, Fixed Income, Credit Risk, Asset Pricing, Factor Investing, Black-Litterman, Financial Econometrics
Tools
Git, Alteryx, tree-sitter, OOP, Testing Frameworks, Automation Pipelines