Tested the validity of interest rates/FX pricing and market volatility models using counterfactual analysis; developed capital reserve frameworks for interest rates products to account for model uncertainties.
Education
PhD Economics (6th Year)
University of Texas at Austin
Thesis on Impact of Capacity Markets on Electricity Market Dynamics. Supervised by Dr. Jackson Dorsey & Dr. Daniel Ackerberg
MA Economics
Duke University
GPA: 3.97/4.0
BE (Hons.) Electrical Electronics Engineering & MSc (Hons.) Economics