Software Engineer
& Data Enthusiast

High-performance algorithmic trading system processing 10M+ market events daily with sub-millisecond latency. Features advanced risk management, backtesting framework, and real-time P&L analytics.

Advanced portfolio optimization system combining modern portfolio theory with machine learning. Implements mean-variance optimization, risk parity, Black-Litterman, and factor models with comprehensive backtesting.

Comprehensive derivatives pricing engine implementing Black-Scholes, Monte Carlo, and binomial tree models. Real-time Greeks calculation and volatility surface modeling for risk management.

Scalable data platform processing 1TB+ daily crypto market data with automated feature engineering, anomaly detection, and predictive modeling using ensemble methods and deep learning.

Production-ready Apache Airflow orchestration platform with 50+ DAGs for financial data processing, API ingestion, automated model retraining, and data quality monitoring.

Cloud-native market data platform handling multiple vendors (Bloomberg, Refinitiv, IEX). Microservices architecture with data normalization, caching, and low-latency API access.

End-to-end credit risk modeling pipeline using XGBoost, LightGBM, and neural networks. Features automated feature selection, model interpretability, and regulatory compliance reporting.

Comprehensive forecasting platform combining traditional econometric models (ARIMA, GARCH) with modern ML approaches (LSTM, Transformer). Automated model selection and ensemble methods.

Novel alpha generation using alternative datasets: satellite imagery, social sentiment, and economic indicators. NLP pipeline for news sentiment analysis and market impact prediction.