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fatehaszaman/README.md

Fateha Zaman

Quantitative Software Engineer | Trading Systems | Risk Engines | Data Infrastructure | New York, NY

I build systems where correctness, latency, and reproducibility matter: event-driven backtesters, portfolio risk engines, valuation workflows, high-concurrency data pipelines, and edge-deployed benchmarks. My core stack is Python, Java, TypeScript, SQL, Docker, and cloud/edge infrastructure.

Current focus

  • Quant systems — event-driven simulation, no-lookahead execution, deterministic seeding, VaR/CVaR, stress testing
  • Risk platforms — valuation workflows, scenario engines, regression portfolios, lifecycle logic
  • Backend & data systems — high-concurrency ingestion, reproducible pipelines, testing, and production-minded design

Featured work

  • Event-Driven Backtester — No-lookahead execution, bid/ask-aware fills, slippage, partial fills, deterministic seeding.
  • MLB Edge Bench — Live Cloudflare Workers benchmark comparing origin API latency vs. edge-slimmed SSE delivery. https://mlb-edge-bench.fatehaszaman.workers.dev
  • Monte Carlo Risk Engine — Correlated GBM, VaR/CVaR, stress testing, and Cholesky correlation handling.
  • Regime Risk Framework — Regime classification, scenario shocks, and LC priority allocation for EM environments.

Stack

Python · Java · TypeScript · SQL · Docker · CI/CD · Cloudflare Workers

Connect

📫 LinkedIn

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  1. mlb-edge-bench mlb-edge-bench Public

    Real-time benchmark comparing MLB Stats API latency vs Cloudflare edge delivery.

    TypeScript 1

  2. monte-carlo-risk-engine monte-carlo-risk-engine Public

    Monte Carlo portfolio risk engine for VaR/CVaR, stress tests, and correlated scenarios.

    Python 1

  3. regime-risk-framework regime-risk-framework Public

    Framework for regime risk modeling with FX basis, scenario shocks, and LC allocation under controls.

    Python 1

  4. world-cup-oracle-v2 world-cup-oracle-v2 Public

    World Cup prediction engine with backtested weighting updates and transparent tournament simulations.

    Python 1

  5. event-driven-backtester event-driven-backtester Public

    Production-grade discrete-event simulation backtester in Python — bid/ask fills, market impact, partial fills, and zero look-ahead bias.

    Python