About Me
I am a Model Validator at the Federal Reserve Bank of Minneapolis, working on Stress Testing models. As a result of the Dodd-Frank Act of 2010, the largest banks undergo an annual "stress test" to determine whether or not they are holding enough capital to remain stable in case of a severe recession. My work helps to ensure the soundness and suitability of the statistical models used to simulate these recession scenarios.
Previously, I graduated with a Ph.D. in mathematics from the University of Wisconsin - Madison in August 2023. My Ph.D. thesis was centered around a 1986 conjecture of Chris Smyth concerning the coefficients that can arise in linear relations among Galois conjugates. I ultimately proved this conjecture in a joint paper with my advisor, Jordan Ellenberg. Before that, I received my B.A. in math from Carleton College in Northfield, MN.
While in graduate school, I interned at the financial firms Jane Street and Two Sigma. More recently, I contributed to Epoch AI's benchmark FrontierMath, which is tracking the mathematical reasoning capabilities of the most advanced AI models.