I am a Ph.D. candidate in Economics at McGill University. I am on the job market this year and expect to complete my Ph.D. degree in May 2017.

The goal of my research is to apply econometric and mathematical methods to better understand a variety of risks in financial markets.  My thesis studies multivariate risk spillovers at the high-dimensional market network level, as well as univariate risk modeling at the asset and portfolio level.

I will present my research paper at the ASSA Annual Meeting in Chicago, IL on January 6-8, 2017.