Founded BoilerHedge, Purdue's first student organization dedicated to hedge fund strategies, and serves as its president — building the curriculum across long/short equity, market-neutral strategies, factor investing and statistical arbitrage.
B.S. Mathematical Economics and B.S. Finance at the Mitch Daniels School of Business, 3.89 GPA. Class of 2028.
Fund Strategy & Multi-Asset Research intern at HDFC Asset Management (Mumbai) — fixed income analysis across multi-asset funds, computing weighted modified duration, DV01 and maturity breakdowns to assess portfolio-level credit and duration risk.
Automated Brinson-style manager attribution in Bloomberg Terminal and Excel, separating active rebalancing from passive price drift, and built Python pipelines for rolling NAV return analysis.
Currently building a market-neutral, sector-level factor rotation model in Python.
Team lead and national Top 10 finalist, Wells Fargo & WashU Asset Management Case Competition — managed a simulated $1M high-net-worth portfolio across equities, fixed income and alternatives for a 7.35% absolute return, beating the benchmark on a risk-adjusted basis.
Team lead, CSBS Community Bank Case Study — led a five-person research team studying a ~$10B AUM Indiana community bank, running five years of financial analysis from FFIEC Call Reports and UBPR data and interviewing senior lending, risk and ALM executives.
Dean's List and Semester Honors in all four completed semesters; Economics Scholar, one of 24 university-wide; Distinguished Scholar.
Bloomberg Market Concepts and CFI Financial Analysis & Modeling certified.
