Past projects have spanned interest rate risk forecasting, liquidity position modeling, capital buyback optimization, risk-adjusted performance measurement of investment portfolio allocation, balance sheet optimization via dimensionality reduction, analysis of industry-wide deposit flow dynamics, and market share evolution in major lending markets. Enrolled in a Master's, or PhD program in mathematics, statistics, physics, engineering, computer science, economics, or data science/machine learning, graduating between December 2027 and August 2028 in the U.S. Proficiency in Python, and/or C++ programming.