Welcome to my website! My name is Jesse, a financial econometrician and graduate of Rutgers University. Beginning in June 2022, I have accepted a position with Wolfe Research in New York City.
I have experience applying both econometric and machine learning models to equities, bonds, options and credit default swaps where I have introduced successful anomaly factors in each of the above markets. In each market and with each type of model I have utilized both conventional data and alternative data such as Google search trends and cell phone location data to make predictions. I invite you to explore both my academic and non-academic projects and more on the CV, Research, and Teaching sections of my website.
Ph.D., Economics, Rutgers University (2022)
M.S., Applied Economics, Johns Hopkins University (2014)
B.S., Business Administration, University of the Pacific (2012)