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Macosso/README.md

João Cláudio Macosso

Quant Programmer | Econometrics & Quantitative Finance

📍Poland | Angola

About Me

I am quant programmer based in Warsaw, Poland, with a background in Econometrics and Quantitative Finance.

I specialize in development of statistical and financial models, numerical computing, and quantitative research software.

My professional experience spans credit and market risk modeling, econometric analysis, and the development of analytical software for the financial and public health sectors.

I work primarily with R and Python, developing statistical models, numerical algorithms, analytical applications, and APIs. I also have experience with SQL, SAS, Stata, C++, and Wolfram Mathematica.

Beyond quantitative modeling, I develop interactive dashboards, analytical applications, and API-based solutions using frameworks such as Shiny, Plumber, Flask, and FastAPI.

I am also an active contributor to open-source statistical software and the author and maintainer of three R packages published on CRAN.

Languages

  • 🇵🇹 Portuguese: Native
  • EN English: Adanced
  • 🇫🇷 French: Fluent
  • 🇵🇱 Polish: Intermediate

Pinned Loading

  1. xtsum xtsum Public

    R 1

  2. csdm csdm Public

    Cross Section Dependence Models

    R 3

  3. numops numops Public

    R 1