CFA Level III Passed · Quantitative Finance · Python
I build financial models and analytical systems at the intersection of investment theory and engineering. Background in cross-border financial structures across multinational environments; currently focused on portfolio optimisation, credit risk, and systematic strategy development.
- Portfolio & Risk — mean-variance optimisation, risk parity, factor tilts, drawdown analytics
- Credit Risk — probability of default modelling, ML-based classification, IFRS 9-adjacent frameworks
- Financial Automation — production-grade Python pipelines replacing manual financial workflows
- Trade Analytics — real-time P&L tracking, performance attribution, drawdown analysis
Credit risk default modelling using XGBoost. Covers EDA, feature engineering, class imbalance handling, and model evaluation — framed around the practical question a credit analyst or portfolio manager would actually ask: which borrowers are likely to default, and how confident are we?
Live trading analytics pipeline. Connects to Bybit and Coinbase via API, ingests real trade data, computes performance metrics (max drawdown, peak P&L, Sharpe-adjacent ratios), and surfaces everything into a structured Notion database. Built for systematic monitoring rather than manual reconciliation.
⚙️ taxflow
ETL system for economic activity segmentation across legal entities in multinational structures. Relevant context for anyone working in PE due diligence or cross-border M&A where TP compliance intersects with deal structuring.
Portfolio construction and backtesting platform — without the common pitfalls. Users define a universe, choose an optimisation strategy (MVO, risk parity, or factor tilts), and backtest against the market with survivorship bias explicitly controlled for. Built in Python; designed to be rigorous enough to actually inform allocation decisions.
Python pandas scikit-learn XGBoost Power BI SQL golang
I'm actively exploring roles in investment analysis, quantitative research, or credit where financial rigour and technical depth go together. Passed all three CFA levels. Non-target school. High conviction on the work.