How MS-ADS Student Aaron Garay Turned His Passion for Basketball into a Data Science Internship

When Aaron Garay decided to return to graduate school, he wasn’t looking for an escape from his career; he was looking for a way to expand it.

After spending three years working in quantitative finance, Garay found himself wanting to deepen his technical expertise while exploring new industries where data science could make an impact.

Garay explains, “I was working in quantitative finance. It felt like I was potentially stagnating a little bit with how much I was able to do just being siloed in that one area of study.” He continues, “When you’re working full-time, it’s hard to pick up new skills, especially now with how things are moving so quickly. I thought it would be really valuable to go back to school to deepen my technical background.”

Today, Garay is finishing the Master of Science in Applied Data Science (MS-ADS) program while completing a data science internship with the Oklahoma City Thunder, a role that perfectly combines his technical skills with a lifelong passion for basketball.

Choosing UChicago

Garay entered the program with a strong academic foundation. As an undergraduate at the University of Texas, he triple majored in computer science, mathematics, and business. Although he’d taken introductory machine learning and neural networks courses, he wanted a much deeper understanding of the field.

Garay believes the real advantage in learning data science comes from developing a deep understanding of the underlying mechanics, not simply relying on tools or copying code from the internet. 

While considering graduate programs, UChicago’s MS-ADS stood out for both its curriculum and part-time option.

Gary explains, “I was working full time when I decided I wanted to come back to school. The part-time program option was a great opportunity for me and the content was geared towards the direction that I wanted to go.”

Discovering an Opportunity in Sports Analytics

Garay didn’t initially set out to work in professional sports. The opportunity came through the MS-ADS program itself after he discovered an internship posting shared through University channels.

Gary said, “I think I found the role through the program. I’ve been a basketball fan my whole life. I’d never really thought about working in professional sports before, but when that opportunity popped up, it was incredibly exciting.”

Now working for the Oklahoma City Thunder while finishing his final courses in the program, Garay is helping transform publicly available NBA data into practical tools that can support decision-making.

Garay explained that his internship centers on collecting and organizing public data to better understand teams and player performance.

“There’s a lot of public data that is underutilized by different teams,” Garay says. “Even just collecting this data, analyzing summary statistics, and getting a basic understanding of what it’s saying about each team and different players, that is just a strong baseline that not a lot of teams have developed.”

Growing as a Data Scientist

Coming from finance, Garay was accustomed to working with enormous, high-frequency datasets. The MS-ADS program gave him the opportunity to explore a much wider range of data science techniques across different domains.

Reflecting on his experience, Garay says, “The program has given me a chance to look at a diversity of different data sets and build those principles from the ground up. It’s very easy to play around with things, to build stronger intuition, to try out these more advanced ideas, so having the space to do that and the time to develop those skills was very valuable.”

One course, in particular, left a lasting impression.

“I really enjoyed my reinforcement learning class with Francisco Azeredo,” Garay says. “Over the past five or six years, reinforcement learning has come back really strong just because it’s incredibly useful for fine-tuning LLMs. I learned all of that within that Reinforcement Learning class, and I’m still using a lot of those techniques today.”

Looking Ahead

As he prepares to graduate, Garay is applying what he learned in the classroom while pursuing his next opportunity in sports analytics.

Garay says, “I would love to stay working in basketball, but I’m also looking at other sports opportunities. I’m very interested in football and baseball as well.”

When Garay enrolled in the MS-ADS program, he wanted to deepen his technical foundation and challenge himself in new ways. One year later, that decision has already taken him from quantitative trading to the NBA, and he’s only getting started.