Developed time-series models that integrate financial, fundamental, and macroeconomic variables to explain both outright and relative value pricing, as well as speculative positioning in commodity futures and derivatives.
Develop systematic strategies that use granular, nowcast fundamental data for oil.
Manage three junior quantitative analysts in covering agriculture, gas, and power, and systematic portfolio research streams.
Write a weekly quantitative report covering speculative flows, risks, and opportunities in the oil derivatives market.
Construct macro factors for explaining liquidity, global growth, and inflation that are used as covariates in quantitative models.
Postdoctoral Researcher
National Oceanic and Atmospheric Administration (NOAA)
Alaska, USA
10.2022 - 08.2023
Developed advanced spatiotemporal and state-space models to improve the management of black cod populations in the Gulf of Alaska, leveraging expertise in linear and nonlinear statistical time series analysis.
Utilized R, C++, and Python to implement robust statistical frameworks and ensure computational efficiency.
Conducted Monte Carlo simulations to evaluate model robustness and alternative model assumptions under varying conditions.
Fisheries Spatial Population Modeler
National Institute of Water and Atmospheric Research
Auckland, New Zealand
05.2021 - 10.2022
Developed Casal2, a OOP C++ software for managing New Zealand fisheries, contributing across the SDLC (design, testing, and support).
Conducted stock assessments for key fisheries (e.g., Snapper, Scallops) to establish sustainable catch limits.
Mentored junior staff in statistical modeling and analytics, improving team capabilities.
Secured government research funding through successful grant writing.
Fisheries Consultant
Big Blue Data LTD
Auckland, New Zealand
05.2015 - 05.2021
Established a statistical consulting firm serving clients such as NIWA and the Ocean Conservancy.
Developed and delivered data-driven solutions tailored to client needs, leveraging advanced statistical analysis techniques.
Managed projects end-to-end, including client communication, requirements gathering, and execution.
Education
Ph.D. - Statistics
University of Auckland
New Zealand
10-2022
Master of Science - Quantitative Marine Biology
Master of Science
Victoria University Of Wellington
12-2015
Bachelor of Science - Marine Biology
Victoria University of Wellington
New Zealand
11-2014
AWARDS
NRC Research Associateship Award – Awarded competitive postdoctoral fellowship to conduct research at NOAA, focusing on advanced statistical modeling for fisheries management.
Dean’s List Honoree, PhD Program – Recognized for academic excellence during doctoral studies at the University of Auckland.
Timeline
Senior Quantitative Analyst
Energy Aspects
08.2023 - Current
Postdoctoral Researcher
National Oceanic and Atmospheric Administration (NOAA)
10.2022 - 08.2023
Fisheries Spatial Population Modeler
National Institute of Water and Atmospheric Research