I bridge theoretical physics and data science to develop advanced quantitative finance models, with master’s-level research in Monte Carlo simulation and stochastic processes.
Quantitative Projects
Coding
LIBOR in Arrears Derivatives
Coding
American Options Modelling
Coding
BGM Model
Brace Gatarek Musiela model calibration and simulation for pricing interest rate derivatives.
Coding
Stochastic volatility modeling
Heston model calibration and simulation.
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.
Mastering volatility, delivering results!
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.
Transition to Quantitative Finance
Leveraging my diverse technical and entrepreneurial background, I now focus on quantitative finance. I apply my programming skills, statistical modeling expertise, and problem-solving abilities to financial analysis.
I am always looking on ways of turning knowledge into action!
