Quantitative Analyst
About Me
I am a Quantitative Analyst on the Fixed Income ETF Portfolio Management desk at Invesco. Before becoming a Quant, I completed a Master's in Applied Mathematics at the University of Illinois in Chicago, focusing primarily on Numerical Partial Differential Equations. Even longer ago, I attended the University of California, Berkeley, where I studied Applied Math and Physics.
I like working on problems in Optimization (especially Mixed-Integer Programming), PDEs and Data Science. I also believe the title "Quant" isn't an excuse to leave everything in a Jupyter notebook, and consequently spend a good chunk of time configuring my development environment to find bugs as I write them.
Side Projects
I work on a few opensource projects in my spare time. The use cases are relatively niche, but if you maintain a static blog, need to do security identifier validation in Polars, or want some simple scripts for a tmux/suckless Linux setup, you might be interested!
mordant (static markdown syntax highlighter)
Actually static syntax highlighting for markdown code blocks, with support for language injections! Zero javascript required, just bring your own stylesheet (or use mine). Written in Rust, still very early stages. You can check out a demonstration of the results on my blog.polars_istr (sec id validation in polars)
String validations in Polars, implemented in Rust. I wrote the part that deals with security ID validation. I've found it useful for dealing with poorly formatted data where security identifiers are mixed in one column (e.g. splitting out a CUSIP/SEDOL) column for use in a join with a properly structured data source).
my dotfiles (neovim/tmux/arch linux setup)
neovim/tmux config, with nice zsh defaults. Configured primarly for Python (ruff/pyright) and Rust development (rust-analyzer).Lecture Notes (Math + Physics)
Here are some lecture notes I took as an undergraduate at Cal. These are provided as-is with zero-editing (except PDEs II), and are probably not a great primary source if you're in any of these classes. These are mostly here for my own reference, and because they include some nice TiKz pictures.