I build the systems behind investment decisions.
Every portfolio weight starts as raw data: prices, estimates, filings, events. The work is connecting it into something that thinks clearly. Move through the network to wake it, then click a glowing neuron to step inside.
A career built by moving closer to the investment problem.
From corporate actions at Brown Brothers Harriman to fifteen years at Acadian, rising from data analyst to Vice President, and now Director at Fidelity, leading the Quant Research Platform.
The whole investment workflow, seen from the inside.
Data, research, forecasting, backtesting, optimization, risk, trading and performance. Eight stages, one system, and the data stack that runs underneath all of them.
Platforms that research is built on.
The Quant Research Platform and Quant Meta Language at Fidelity; security mastering, data quality and the analytics layer at Acadian. Each case study traced from problem to impact.
Working prototypes you can run.
A factor explorer, a portfolio data graph and a research copilot, alongside projects in streaming market data, image retrieval and experiment design.
Notes on evidence, incentives and machines.
What changes when AI makes analysis cheap? What does a join reveal that a single column never could? Short notes on economics, philosophy and technology.
Every system ends in a decision.
More interested in exchanging ideas than collecting connections. If you work on investment research, data, portfolio systems or AI, or simply have an interesting problem, let's talk.