Teaching

Featured: The Cookie Series

Interactive statistics demos I built for INST314 at UMD. They run entirely in the browser.

University of Maryland

INST314: Statistics for Information Science

Teaching Assistant, College of Information, University of Maryland, 2026

Teaching assistant for Dr. Sarah Lee. I lead R and RStudio labs and discussions, and built an interactive Cookie series of demos on sampling distributions, confidence intervals, and hypothesis testing.

IMF capacity development

Courses for central bank staff, taught as an IMF Research Analyst.

Tools for Central Banking Implementation: Liquidity Forecasting and FX Intervention

IMF Capacity Development, IMF CD Facilities and Central Banks, 2024

The course teaches advanced statistical methods to estimate and implement foreign exchange intervention rules based on a risk approach, to forecast systemic liquidity in the context of different operational frameworks, and to conduct stress tests on central bank’s balance sheet as well as its profit & loss.

Risk-Based Framework for FX Intervention

IMF Capacity Development, IMF CD Facilities and Central Banks, 2023

This five-day course aims to train participants, mostly from central banks, on the theoretical and practical aspects of central bank interventions in foreign exchange markets. Overall, the course aims to provide participants with a solid understanding of the theoretical and practical aspects of central bank interventions in foreign exchange markets, along with hands-on experience in using Python and IMF software infrastructure for modeling conditional foreign exchange intervention triggers. The main takeaways for participants include a deeper understanding of FX interventions, statistical concepts, and Python programming. Participants can use this knowledge to improve their skills in their respective roles and advance their careers in the field of finance.

Forecasting Framework for Central Bank Systemic Liquidity

IMF Capacity Development, IMF CD Facilities and Central Banks, 2022

The course teaches advanced statistical methods to forecast systemic liquidity in the context of different operational frameworks. It covers techniques suitable for central banks with fixed exchange rate arrangements, central banks operating an interest rate corridor, and central banks with an interest rate floor system. The IMF has designed a full-fledged software infrastructure for forecasting central banks’ autonomous factors. IMF staff will present the infrastructure during the course. The forecasting framework designed by IMF staff is also tailored for countries with limited data and under-developed financial markets.