Investment Strategy, Mathematical Finance & Macroeconomic Theory
I work at the intersection of investment strategy, applied investment research and consultant, general equilibrium asset pricing, and fiscal-monetary theory. My work spans quantitative modelling, factor investing, inflation dynamics and price level determination, optimal IPO timing, liability-driven investing for central banks and individuals, and quantitative tools that bring rigorous economic models into practice.
I am a mathematical engineer working at the intersection of investment strategy, wealth management solutions, general equilibrium theory, macroeconomic policy, and applied investment research. My research addresses foundational questions in asset pricing and monetary economics — including how markets endogenously complete through IPO activity, and how the price level is determined as a market-clearing condition between fiscal obligations and aggregate consumption claims.
On the institutional side, I have worked on strategic asset allocation and ALM frameworks for central bank reserves and sovereign wealth funds, applying risk factor decomposition and dynamic portfolio insurance to real-world constraints. On the applied side, I build quantitative tools for portfolio optimization, asset allocation, and personal financial planning.
I believe the best financial research is not only mathematically honest but genuinely useful — ideas that can be translated into better policy, better portfolios, or clearer thinking about risk, value, and monetary stability.
Occasional writing on financial economics, quantitative methods, and ideas worth thinking through carefully.
I'm open to conversations about research collaboration, quantitative finance, investment strategy, and applied projects. The best way to reach me is by email.