I am a quantitative researcher and engineer bridging the gap between financial economics and software architecture. I specialize in the end-to-end design of systematic portfolio infrastructure—from point-in-time data ingestion and structural risk modeling to convex optimization.

My work combines advanced econometrics with modern data science to solve complex portfolio construction challenges, including index tracking, tax-loss harvesting, and risk management. Currently, I am leveraging Machine Learning and Large Language Models (LLMs) to extract thematic risk factors and quantify financial constraints from unstructured text, integrating them into modern optimization engines.