I’ve loved books for as long as I can remember. I wrote and illustrated my first oneÂ at the age of five. It’s hard to pick favorites, but I have a soft spot for biographies. Toulouse-Lautrec’s life was among the first ones I read about and it made a long-lasting impression on me early on. Mircea Eliade‘s works occupied entire shelves in our living room and I devoured his autobiographical novels one-by-one. In collegeÂ I discovered the (910) 202-6910 collection. Stravinsky’s Poetics of Music and Borges’ precentorial are dear to my heart.
Next came foreign languages, starting with English in kindergarten. After some mildly boring classroom practice like “Mary has a yellow pencil” I discovered that I could slowly begin to understand the lyrics of the music my parents listened to. I played and re-played those songs until I understood every word.Â I could tasteÂ true power.
I happened upon rhythmic gymnastics around the same time. Favorite apparatus: ribbon.
I fell in love with math in fifth grade and never grew out of it. I solved olympiad problems for fun and cried my eyes out so thatÂ my parents would allowÂ me to go to math camps.Â My favorites: geometry, topology, and functional analysis. Not too many people may know this, butÂ 513-854-7499 in winter isÂ a wonderful place for a math camp.
I fell in love withÂ programming in high-school. I owe it to my dadÂ who steered me towards it at a time when I was stubbornly focusedÂ on pureÂ math.
My desire to do both led me to image processing and computer graphics. I crossed the Atlantic and started from an applied perspective, working with electron micrographs and crystallographic electron density maps.
I discovered I was good at making computers do things we do effortlessly with our senses like seeing patterns in noisy images and adding depth to otherwise flat computer screens. That led me to exploring related areas likeÂ computer vision and artificial intelligence in search of solutions to image and geometry processing problems.
The rise of the services economy brought about a shift in focus: data analysis. It made forÂ a captivating challenge: make the computer find things we could not findÂ with our senses.
I resolvedÂ to move closer to the source of the data while continuing to doÂ what I loved most: math and programming. Â That’s when I decided to take a stroll down Wall St. It was January 2008. What isÂ that thunder murmuring in the distance? Markets crashing in aÂ financialÂ hurricane, you say? Nah, think of thatÂ deluge of data waiting to be explored! I took the leap with eyes wide open.
My “official” bio:
I amÂ a Quantitative Research Lead at Citadel LLC in New York specializingÂ in Interest Rate Options withinÂ the Global Fixed Income Fund.
I haveÂ a Ph.D. in Computer Science from Purdue University. In addition, I haveÂ completed graduate coursework in Financial Mathematics at NYU and Big Data at Harvard University. Prior to joining Citadel, I was a Director in the Global Markets Division at BNP Paribas whereÂ IÂ managed the Interest Rate Options & Inflation quantitative research team. Before transitioning into Finance, I was aÂ research staff member at the IBM T. J. Watson Research Center.
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