About Me
Recent Mathematics & Computer Science graduate with a focus on quantitative finance. Experienced in developing algorithmic trading strategies, building risk management models, and analyzing large financial datasets using Python, R, and C++.
I combine strong mathematical foundations with programming expertise to create robust, data-driven solutions for complex financial problems. Passionate about market microstructure, derivatives pricing, and machine learning applications in finance.
Technical Skills
Programming Languages
Libraries & Frameworks
Financial Tools
Specializations
Featured Projects
Multi-level Order Book Depth Simulator
Real-time order book simulation with Level II market data processing, liquidity analysis, and market impact modeling for high-frequency trading strategies.
Asian Option Pricing - Monte Carlo
Advanced Monte Carlo simulation engine for Asian options with variance reduction techniques, control variates, and antithetic sampling for enhanced accuracy.
Portfolio Optimization
Multi-objective portfolio optimization using Modern Portfolio Theory, Black-Litterman model, and risk parity strategies with real-time rebalancing algorithms.
Algorithmic Trading Bot
Mean reversion strategy using statistical arbitrage on equity pairs with real-time risk monitoring.
Options Pricing Engine
Monte Carlo simulation engine for exotic options pricing with Greeks calculation and volatility surface modeling.
Risk Analytics Dashboard
Real-time portfolio risk monitoring with VaR calculations, stress testing, and regulatory reporting.
Let's Build Something
Interested in quantitative finance, algorithmic trading, or risk management? Let's discuss how we can solve complex financial challenges together.
Start a Conversation