Welcome to my research website.

I am an Economist at Jane Street, a quantitative trading firm.

Prior to joining Jane Street, I was an Economist and Vice President in the Research and Statistics Group at the Federal Reserve Bank of New York. My policy work at the New York Fed focused on monetary policy and macroeconomic forecasting. I led the team responsible for the macroeconomic forecast and provided advice to the Bank’s President and Board of Directors on macroeconomic developments and monetary policy. I also provided advice on financial modeling, such as forecasting prepayments on the Fed’s portfolio of agency mortgage-backed securities. Prior to joining the New York Fed, I was an economist in the Division of Monetary Affairs at the Board of Governors of the Federal Reserve System. I was also an Adjunct Professor of Finance at the NYU Stern School of Business.

My academic research centered on monetary policy, asset pricing and banking supervision. My work has been published in leading academic journals, such as the Review of Economic Studies, the Journal of Political Economy and the Quarterly Journal of Economics, and are widely cited in the press. My work on equity returns around FOMC announcements won the Amundi Smith Breeden Prize for best paper in the Journal of Finance, and my paper on student loans and college tuition won the Michael J. Brennan Award for best paper in the Review of Financial Studies.

I have a Laurea in Economics from Bocconi University and a Ph.D. in Economics from Northwestern University.

DISCLAIMER: The views expressed in all work on this website are solely those of the author and are not reflective of views of the author’s affiliated institution.