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.
Research Interests:
Asset Pricing; Financial Economics; Applied Econometrics; Economic History
Education:
Ph.D., Economics, Rutgers University (2022)
M.S., Applied Economics, Johns Hopkins University (2014)
B.S., Business Administration, University of the Pacific (2012)