QUANTITATIVE DEVELOPER <> FINANCIAL ENGINEER <> DATA SCIENTIST
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As a Quantitative Developer with a deep-seated passion for financial markets, I specialize in architecting and implementing sophisticated trading algorithms, risk management frameworks, and data-driven predictive models. My expertise lies at the intersection of computer science, mathematics, and finance, where I leverage cutting-edge technology to solve complex challenges and unlock value from market data. I am driven by a relentless pursuit of alpha and a commitment to building robust, high-performance systems.
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[ BEHIND THE TERMINAL ] 🔭 Currently working on: Architecting a multi-asset strategy backtesting engine that's faster than a trader changing their mind on market direction.
🌱 Learning about: Applying reinforcement learning to options pricing. The agent is currently learning that buying high and selling low is a suboptimal strategy.
👯 Looking to collaborate on: Open-source projects in algorithmic trading, risk analysis, or anything that turns caffeine into clean, efficient code.
💬 Ask me about: The Black-Scholes model, stochastic calculus, or why my code's runtime has more volatility than the VIX index on a Fed announcement day.
⚡ Fun fact: I once tried to explain a Kalman filter to my barista. Now my coffee cup has "state-space estimation" written on it. True story.