New York University
Ph.D. in Mathematics
Advisors: Wei Wu (NYU Shanghai) and Nina Holden
Dissertation: Scaling limits of pole-free almost acyclic orientations
Core research areas: random geometry, statistical physics, mathematical physics
Education
Jun 2021 – Aug 2026
University of Illinois at Urbana–Champaign
B.S. in Physics and B.S. in Mathematics
Graduated Magna Cum Laude
Experience
Sixie Capital
Quant Researcher
Projects
InsiderSpot
Options-Based Insider Trading Detection
- Built a data pipeline to process large-scale US equity options data (current quotes + historical chains) sourced from Massive
- Developed volatility surface analysis framework using Python to model implied volatility skew and curvature, term structure, and Greeks
Research Experience
Ph.D. Research
Random Geometry & Statistical Physics
Research on Liouville quantum gravity, imaginary geometry, string theory, and random oriented maps on Riemann surfaces (Preprint: arXiv:2608.27630). Also studied loop O(n) models and Manhattan pinball through random walk representations.
Invited Talks
- University of Warwick — Probability at Warwick Summer School, Jul 2025
- University of Chicago — Probability and Statistical Physics Seminar, Jan 2025
- University of Chicago — Two-Dimensional Random Geometry Workshop, Jul 2024
- Oberwolfach — Arbeitsgemeinschaft in QFT and Stochastic PDEs, Dec 2023
Undergraduate Research
Magnetism & Differential Geometry
Applied Cartan's theory of differential forms to derive conserved momenta of the Belavin–Polyakov skyrmion. Published in SciPost Phys. 11, 108 (2021). DOI: 10.21468/SciPostPhys.11.6.108
Technical Skills
Programming
Python, C++, SageMath
Data Science
pandas, numpy, scipy, matplotlib
Quantitative Finance
Options pricing, volatility surfaces, Greeks
Mathematics
Probability theory, stochastic processes, statistical physics
Tools
Git, LaTeX, typst, Jupyter, Linux
Teaching
Teaching assistant for Ph.D.-level courses at NYU. Teaching assistant and guest lecturer for undergraduate courses at NYU Shanghai (2022–2025).