Currently doing my PhD in Quant Finance with a focus on empirical asset pricing. Feel free to hit me up on LinkedIn - please let me know if you are from Quant SE :)

Research Interests: Risk & Ambiguity, Implied Volatility Modelling, Portfolio Optimization, Option-Implied Information & Market Microstructure.

Proficient Programming Languages: Python, Excel VBA, SQL, MATLAB, Julia, R, a little bit of Shell Scripting and C++.