I'm a quantitative researcher working at the intersection of traditional fixed income and on-chain markets.
I spent roughly three years in fixed income and securitization — pricing and structuring RMBS and rebuilding prepayment and option-adjusted-spread models at Invictus Capital Partners — after starting in credit and fraud analytics at Capital One. Since 2024 I've worked independently in digital assets: on-chain quantitative research, protocol diligence, and original work on bringing interest-rate derivatives on-chain, culminating in the CIRCA protocol paper.
I hold a B.S. in Computer Science & Economics from Vanderbilt University. I'm currently open to roles across traditional finance and crypto-native teams — on-site in NYC or remote.