Dynamic software developer with a strong foundation in quantitative finance, holding a BCom Honours in Financial Modelling and a BSc in Computer Science and Applied Mathematics. Currently pursuing a Master's in Quantitative Management, focusing on multi-asset portfolio optimization through innovative machine learning techniques.
Proven expertise in building and deploying financial models, optimizing portfolios with advanced statistical methods, and utilizing machine learning for time series forecasting. Skilled programmer fluent in Java, TypeScript, Python, R, SQL, C++, and MATLAB, committed to applying a data-driven approach to tackle complex financial challenges and deliver actionable insights for investment and risk management decisions.
Programming & Tools: Python, R, MATLAB, Java, SQL, C#, C
Quantitative Finance: Financial Modeling, Risk Management, Portfolio Optimization, Monte Carlo Simulations, Derivatives Pricing
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