I work at a Quantitative Hedge Fund in New York City.
Previously, I was a Software Engineer at Google LLC in Mountain View, California. Before that, I was a Research Post-Doctoral Assistant Professor in the Department of Mathematics at the University of Michigan at Ann Arbor.
I completed my PhD from the David R. Cheriton School of Computer Science at the University of Waterloo. My academic work focused on both the theory and numerics of continuous-time optimal stochastic control and viscosity solutions (this monograph gives a good introduction to theory).
A CV is available on request.
My Erdös number is 4: Parsiad Azimzadeh → George Labahn → Gene Howard Golub → Alan J. Hoffman → Paul Erdös.