Applied economist
Vancouver, BC
I build forecasts and quantitative models for business decisions. At EA SPORTS, I forecast FC live-service revenue for quarterly planning. I hold a PhD in Economics from the University of Washington.
Senior Analyst, FC Live Service Forecasting
I built and automated the cohort revenue forecast used in quarterly planning for EA SPORTS FC. The model links weekly active players, conversion and spend per paying player to revenue.
I compare scenarios across game modes and for the franchise overall, and present the assumptions and uncertainty to product, commercial and finance partners.
Quantitative Analytics Senior, Risk Management
I produced quarterly performance and governance reports for loss-given-default (LGD), mortgage default and prepayment models. I used waterfall analysis to attribute changes in LGD to portfolio characteristics.
Consultant, Financial Modeling
I worked with economists and legal experts to interpret financial time-series results for litigation.
Economist Intern, Time Series Forecasting
I built and implemented advertising revenue forecasts using ARIMA, vector autoregression (VAR) and dynamic panel models.
Junior Manager, Portfolio Optimization Team
I worked with actuaries to model mortality for annuity pricing, using logistic regression to assess variation across economic and geographic factors. I also used text classification to categorize customer complaints.
Consultant, Data Science Team
I built models to predict assembly-line failures and leaks, using daily error logs for k-means clustering, classification and regression trees, and multinomial regression. I also built a recommendation engine using Apriori association rules.
Time-series forecasting, ARIMA, VAR, dynamic panels, state-space models, Bayesian econometrics, Markov switching, survival analysis, difference-in-differences, instrumental variables
SQL, Python (pandas, NumPy, scikit-learn, statsmodels, PyTorch), R, MATLAB, SAS, KPI frameworks, driver decomposition, scenario planning, sensitivity analysis
Predictive modelling, logistic regression, classification, clustering, CART, association rules, AI-assisted model development
My research focuses on international macroeconomics, banking and financial markets. I study how disruptions in capital flows affect bank competition, credit supply and the wider economy.
Research Statement (PDF)This study investigates the implications of sudden stops on the competitive landscape of the banking sector. Using data for 46 emerging economies, the study presents evidence of a reduction in banking competition following a sudden stop episode. This paper employs a small open economy model featuring banks that operate under imperfect competition and face an occasionally binding collateral constraint. The entry and exit of banks influence the market power of existing incumbents. The diminishing availability of external funds triggers a contraction in the banking sector, resulting in a reduced number of banks. The resulting decrease in the number of banks amplifies market concentration, empowering surviving institutions to exercise greater pricing power. This drives up loan rates, exacerbating the borrowing costs for firms and households.
Read paperThis paper develops a DSGE open economy model featuring a banking sector with heterogeneous banks, characterized by a Pareto distribution of productivity and subject to occasionally binding collateral constraints on foreign borrowing. The model investigates how bank productivity heterogeneity interacts with external financing conditions, affecting credit supply, firm investment, and macroeconomic stability. The analysis explores the dynamic responses to key shocks, including sudden stops in capital flows, central bank interest rate adjustments, and changes in bank entry and operational costs.
Read paperI independently taught undergraduate Managerial Economics and Macroeconomics at the University of Washington.
Teaching Dossier (PDF)University of Washington, Seattle
University of Washington, Seattle
University of Washington, Seattle
University of Washington, Seattle
University of Washington, Seattle
Dissertation · Bank Competition and Capital Flow Shocks in Open Economies
Delhi School of Economics, University of Delhi
University of Delhi