Drawing on a background in theoretical physics, I use mathematics, statistics and computation to explore complex systems and build models grounded in rigorous quantitative thinking.
Quantitative Projects
Coding
American Options Modelling
Coding
BGM Model
Brace Gatarek Musiela model calibration and simulation for pricing interest rate derivatives.
Coding
Rough volatility modeling
Rough Heston model simulation using Monte Carlo techniques.
Coding
Funding Rate Arbitrage Bot
A bot that exploits funding rate differences across cryptocurrency exchanges to generate profits.
Live demo
IRRBB demo
Interest Rate Risk in Banking Book demo app
Live Demo
Energy Intelligence Tool
Energy Market Intelligence Assistant is a Retrieval-Augmented Generation (RAG) tool designed to provide insights and analysis on energy markets.
Modelling complexity, building solutions.
Expertise
My professional experience spans machine learning, statistical modeling, and web development, with a focus on data-driven solutions. I have worked on developing predictive models and data acquisition frameworks, as well as building web applications to solve real-world problems.
Data, Risk and Markets
I combine programming, statistical modelling and data analysis to study risk, identify patterns and build practical tools for complex, data-driven environments, including financial markets.
I am always looking on ways of turning knowledge into action!
