Experience

💼 Work Experience

• 2023-Current

  Principal Data Scientist, Capital One (Discover Financial Services)

  Discover Financial Services

  • Agentic Loss Mitigation System
  • Regulatory Copilots & Text-to-SQL
  • Automated Servicing NLP
  • Enterprise Regulatory Monitoring Hub
  • Risk-Informed Pricing Optimization
  • Next-Generation Underwriting & PD Modeling
  • Application Fraud Detection
  • Payment Processing optimization
  • Delinquency Reporting
• 2022

  Data Scientist

  Aspen Capital

  • Home Equity Credit Card Launch Strategy
  • Risk Aware Pricing Decision System with Market Feedback Loop
• 2021

  VP of Data Science

  PennyMac

  • Loan Status Disposition Modeling
  • Probability of Default, Loss Given Default and Prepayment modeling
  • Nonlinear effects of Natural Disasters
• 2020

  Investment Associate Intern

  CalPERS

  • Linear programming model to minimize index future roll cost.
  • Estimated incremental financing costs for stressed liquidity portfolios (collateral REPO vs OIS).
• 2019

  Quantitative Research Associate

  JP Morgan Chase & Co

  • Credit Card Payment Fraud Detetction Modelling
• 2018

  Asset Management Intern

  Goldman Sachs

  • Advised a $2B AUM pension client in a multi-asset strategy team.
  • Optimized 20+ portfolios maximizing information ratio with leverage & vol selling.
  • Built an Excel tool to spot opportunities across 26 indices using earnings/sales data.
  • Benchmarked ETFs to define a dynamic cap-weighted REITs index.
• 2015–17

  Senior Associate (Python Developer)

  Bank of America Merrill Lynch

  • Python orchestrator on Quartz framework for derivative trade data processing.
  • Real-time settlement & reconciliation for global Equity & Forex derivatives.
  • Integrated money-market settlement tools across subsidiaries → process speed +150%.
  • Automated EOD reconciliation of nostro accounts → saved 300+ hours/month.

🎓 Education