Quantitative researcher and engineer building explainable, production-ready AI systems for real-world financial environments. My work spans portfolio optimization, volatility forecasting, market microstructure analysis, and CBDC liquidity management.
Currently completing an MSc in Financial Engineering at WorldQuant University while leading QuantSingularity, an independent research and engineering lab with an open-source portfolio of 70+ repositories.
| Project | Description | Stack |
|---|---|---|
| QuantumAlpha | AI-driven hedge fund platform: RL/ML alpha models, risk and execution microservices | Python |
| Fluxion | ZK-powered synthetic asset liquidity engine with a real Circom/Groth16 circuit and Chainlink CCIP routing | Python Solidity |
| ChainFinity | Cross-chain DeFi risk management platform with TensorFlow/LSTM volatility forecasting | FastAPI Solidity |
| AADXVA | Header-only C++20 adjoint algorithmic differentiation engine for equity XVA and wrong-way risk | C++20 |
4 papers published on SSRN covering quantitative finance, DeFi, and AI-driven market systems.
Research Interests
- 📉 Volatility Forecasting & Regime Detection
- 🏦 CBDC Liquidity Management Systems
- 🕵️ Market Microstructure & Spoofing Detection
- 🔬 Deep Reinforcement Learning for Trading
- ⚛️ Quantum Finance