Welcome to my research website.

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

Before 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 there focused on monetary policy and macroeconomic forecasting. I led the macroeconomic forecasting team, advising the Bank’s President and Board of Directors on economic developments and monetary policy. I also advised on financial modeling, including forecasting prepayments on the Fed’s agency mortgage-backed securities portfolio. 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 focuses on monetary policy, asset pricing, and banking supervision. My research has been published in leading academic journals—including the Review of Economic Studies, the Journal of Political Economy, and the Quarterly Journal of Economics—and is widely cited in the press. I was awarded the Amundi Smith Breeden Prize (Journal of Finance) for my research on equity returns around FOMC announcements and the Michael J. Brennan Award (Review of Financial Studies) for my work on student loans and college tuition.

I hold 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.