I am a Quant Developer with a strong foundation in Software Engineering, specializing in building high-performance systems for capital markets and quantitative trading.

My core expertise lies in Python, Java, and q, which I use to develop time-series analytics, pricing tools, and scalable trading and research platforms. I work extensively with large financial datasets, designing efficient data models and solutions for quantitative analysis.

Holding an MSc in Artificial Intelligence, I combine theoretical knowledge in machine learning and statistics with hands-on experience in developing data-driven trading and risk solutions.

▪ Programming Languages: Python, q, Java
▪ Data Processing: pandas, NumPy
▪ Machine Learning: scikit-learn, TensorFlow
▪ Databases: kdb+, Oracle
▪ Streaming Platform: Apache Kafka
▪ Infrastructure: Docker, Kubernetes, AWS (S3, Lambda)
▪ Operating Systems: Red Hat Enterprise Linux
▪ Quantitative & Numerical Methods: Time-Series Analysis, Statistical Modeling, Optimization, Numerical Methods
▪ Research & Strategy Development: Feature Engineering, Signal Analysis, Backtesting
▪ Domain Expertise: Capital Markets, Systematic Trading, Quantitative Finance