Work
Projects
Quantitative finance, machine learning, and applied mathematics — built end to end. Three include a live in-browser demo.
Work
Quantitative finance, machine learning, and applied mathematics — built end to end. Three include a live in-browser demo.
Intraday vol surface calibration, skew monitoring, and arbitrage detection across SPX, VIX, SPY, QQQ, ES, and OEX — built from a native C++ solver up through interactive dashboards.
End-to-end ML pipeline predicting loan defaults with SHAP explainability and 0.788 AUC.
Automated ETL + Monte Carlo simulation mapping the efficient frontier across 5,000 portfolio allocations.
Normalized SQLite database with 10 analytical modules covering budget variance, cash flow, and anomaly detection.