CV

I'm mining alpha from alternative data for the systematic equities prop business. Due to pretty strict confidentiality agreements, I cannot disclose much more than that.

Together with some amazing colleagues, I built out the multimodal ETL and synthetic data generation infra at Liquid AI. Most notably, this work led to the release of the LFM2-Audio-1.5B foundation model which achieved conversational quality that rivaled 10× larger models. This ultimately contributed to a multi-year partnership with Mercedes-Benz to bring embedded, on-device LFMs to MB vehicles across North America.

Having explored Large Language Models (LLMs) as they came out during my time in graduate school, I was keen to be a part of this emerging trend. I joined my former classmate as a founding engineer at Evidium to build evidence-grounded AI systems for healthcare. We focused on scalable architectures for reliably detecting, extracting, and reasoning on medical entities appearing in terabyte-scale data pulled from electronic health records. We patented, built and deployed a medical knowledge platform, currently in use at a sizeable regional U.S. hospital system.

I began my career at DB's sales and trading graduate program in Frankfurt, Germany. I rotated in correlation and xVA trading before joining the interest rate derivatives structuring team. As a structurer, my work involved development and pricing of exotic interest rate products for DACH area institutional clients. I later moved to DB's London office to focus on the EMEA corporates and governments structuring business.

During the pandemic and last part of my master's, I researched and implemented Temporal Difference (TD) Learning methods for a proprietary trader in collaboration with Dr. Daniel Bloch. This work was conducted under NDA, but our further research on sample-efficient learning of price densities and derivative payoffs using TD-λ methods is available to read on SSRN.

Alongside my studies, I actively participated in data science and finance competitions while organizing the TechLabs Barcelona program. Prior to my CEMS exchange at London School of Economics, I interned at Deutsche Bank in Frankfurt, Germany. My thesis was on the information content of S&P 500 index options. Our continued work on this was later published in The Journal of Derivatives.

After two years at the Vaasa campus, I moved to Ludwigshafen, Germany and wrote my thesis in collaboration with the credit risk department at BASF SE. Following that, I completed an exchange at Sophia University (上智大学) in Tokyo while working at Mitsubishi FUSO's material cost controlling department in Kanagawa, Japan.