resume
General
| Reach me at | burakaydin [at] princeton [dot] edu |
| Find me on | LinkedIn | Scholar | GitHub | Twitter | Letterboxd |
Education
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Ph.D. in Operations Research and Financial Engineering
Princeton University - Advised by Prof. Ronnie Sircar. GPA: 3.95 / 4.00.
- Coursework in Optimization, Probability, Stochastic Calculus, Statistics, Computational Finance, Risk Management, Asset Pricing, PDE Methods, Functional Analysis.
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B.S. in Electrical and Electronics Engineering
Boğaziçi University - Graduated with High Honors (GPA: 3.90/4.00)
- Minor in Economics (GPA: 4.00/4.00)
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High school (lycée) diploma
Kadıköy Anadolu Lisesi - Valedictorian (Class Rank: 1/333)
Experience
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Quantitative Researcher PhD Intern
Wells Fargo Bank, N.A. - Member of the Rates team under Corporate & Investment Banking, Traded Products Model Development Center.
- Developed mathematical derivations and the C++ implementation for pricing of nonstandard European swaptions within the bank's fixed income repository.
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Assistant in Instruction
Princeton University - Excellence in Teaching Award for the School of Engineering and Applied Sciences, awarded April 2026.
- Energy and Commodities Markets, ORF 555 & ORF 455/ENE 455. (Fall 2025, Fall 2026)
- Computing and Optimization for Physical and Social Sciences, ORF 363/COS 323. (Fall 2024, Spring 2025, Spring 2026)
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Undergraduate Research Assistant
Bogazici University Photonics and Optical Wireless Communication Laboratory - Senior design project on Vehicle-to-Vehicle Communication. Focusing on field-of-view limitations on curvy roads, worked on hardware and software aspects for the project, used MATLAB for modeling.
- Editor's Choice Award from Photonics journal.
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Undergraduate Research Intern at Physical Intelligence Department
Max Planck Institute for Intelligent Systems - Utilized Python and Robot Operating System in order to construct a closed-loop controller with visual feedback, ran systematic experiments
- Employed Machine Learning tools to achieve real-time data processing and decision making for robot motion.
Skills & Interests
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Programming
- Python, C++, MATLAB, R
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Languages
- Turkish (●●●●●), English (●●●●●), Spanish (●●●○○), German (●●○○○), Greek (●○○○○)
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Clubs
- Member of Carnegie Lake Rowing Association, Princeton Club Tennis.
Publications & Talks
- [Publication] Fare Game: A Mean Field Model of Stochastic Intensity Control in Dynamic Ticket Pricing, with E. Parmaksiz and R. Sircar. Mathematics and Financial Economics. Published: 22 January 2026.
- [Working Paper] Settlement Risk Analysis of Prediction Markets with Hidden Event Regimes, with R. Sircar. 2026.
- [Working Paper] An Event-Driven Limit-Order-Book Model for a Binary Prediction Market, with M. Fabi and R. Sircar. 2026.
- [Working Paper] A Two-Population Mean Field Game for Dynamic Ticket Pricing with Forward-Looking Consumers. 2026.
- [Submitted] Nonlinear Social Learning and Cultural Evolution on Networks: A Perturbative Analysis, with R. Marjieh and T. Griffiths. 2026.
- [Poster] 10th Eastern Conference on Mathematical Finance (ECMF-10), Johns Hopkins University, Oct 2026.
- [Poster] 48th Annual Meeting of the Cognitive Science Society (CogSci 2026), Rio de Janeiro, Brazil, Jul 2026.
- [Talk] Oxford-Princeton Workshop XIV on Financial Mathematics & Stochastic Analysis, University of Oxford, Oct 2025.
Achievements, Scholarships & Service
- Princeton University Excellence in Teaching Award for the School of Engineering and Applied Sciences, awarded April 2026.
- Turkish University Entrance Exam 2019: 6th place in Quantitative & 1st in English sections, among 2,528,031 test takers.
- Recipient of Turkish Presidential Outstanding Success Scholarship, Bogazici University Outstanding Success Scholarship, Turkiye Is Bankasi Golden Youth Award during undergraduate education.
- Department Representative, Princeton University Graduate Student Government, 2026-2027.
- Graduate Student Committee Member, Operations Research and Financial Engineering Department, 2025-2026.