Work
Projects
Quantitative finance and applied mathematics — built end to end. Two include a live in-browser demo.
Work
Quantitative finance and applied mathematics — built end to end. Two include a live in-browser demo.
Live implied-volatility surfaces from raw options data — a native C++ Jäckel solver, arbitrage-free eSSVI calibration, and full smile diagnostics across SPX, VIX, SPY, QQQ, ES, and OEX, surfaced through a terminal UI and a web dashboard.
A scheduled pipeline that collects news, SEC filings, Fed and macro data, and quantified sentiment for one specific portfolio each morning, ranks every story against the holdings, and emails a narrated pre-market brief before the open.
End-to-end ML pipeline predicting loan defaults with SHAP explainability and 0.788 AUC.
Automated ETL + risk engine mapping the efficient frontier via a native C Monte Carlo kernel and an analytic SciPy optimizer.
Normalized SQLite database with 10 analytical modules covering budget variance, cash flow, and anomaly detection.
Metaheuristic optimization applied to the NP-hard TSP — with direct parallels to portfolio rebalancing and execution optimization.