Quantitative Developer | High-Performance Computing | Machine Learning
I am a Junior Honors Computer Science student at UMKC (Minors in Mathematics, Statistics, and Data Analytics) and a Quantitative Trading Intern in Power Markets at Evergy. My work focuses on the intersection of stochastic modeling, low-latency system design, and artificial intelligence to build efficient pricing engines and data-driven trading strategies.
- Algorithmic Trading & Infrastructure: Engineering custom C++ pricing engines (e.g., Black-Scholes PDE solvers via Crank-Nicolson) and utilizing
pybind11to bypass the Python GIL for microsecond-level execution latency. - Energy Market Analytics: Managing SQL data pipelines and developing predictive ML models to analyze nodal pricing, congestion modeling, and market mechanics (SPP, MISO, PJM) at Evergy.
- Quantum Portfolio Optimization: Engineering quantum-classical hybrid models implementing QAOA and QUBO via Qiskit to optimize risk-adjusted returns and asset selection.
- Generative Language Models: Architecting and pretraining custom Transformer models from scratch (PyTorch, CUDA) on historical SEC EDGAR filings to assist in fundamental fundamental analysis.
- Languages: Python, C++, C#, SQL
- Quant & ML: PyTorch, Pandas, NumPy, SciPy, Scikit-learn, Qiskit, pybind11
- Systems & Cloud: Docker, Google Cloud Platform (GCP), CMake, PostgreSQL, CI/CD
Outside of quantitative research, I serve as the President of the School of Science and Engineering Student Council, representing 3,000+ STEM students, and I am the Founder and President of the UMKC Billiards Club.

