Work

Models, research systems and analytical tools across markets, credit and applied AI.

Projects across pricing, risk, market microstructure, systematic research, credit and applied AI.

01

Quantitative finance & markets

Pricing, volatility, market microstructure, systematic strategies and portfolio risk.

Individual ProjectDerivatives · Numerical Methods · Risk

Derivatives Pricing & Risk EngineDifferent pricing methods should converge on the same economics when their assumptions align. The project tests that agreement, then explores what changes when volatility and hedging become more realistic.

<3e−5Black–Scholes pricing error

Individual ProjectVolatility · Forecasting · Risk Systems

Volatility Risk Forecasting PlatformThe platform asks not only which model forecasts volatility best, but whether the resulting risk estimates behave as expected when market regimes change.

40.41%QLIKE improvement vs rolling-21 baseline

Individual ProjectMarket Microstructure · Execution · SystemsIn development

Limit Order Book Trading EngineOrders meet by price first and arrival time second. A guided replay shows exactly how full fills, partial fills and remaining orders change the book.

14 / 14Deterministic checks

Individual ResearchSystematic Investing · Backtesting · Robustness

Systematic Equity Factor ResearchAn attractive 28-stock backtest weakened when the universe broadened and concentration fell. Fresh data was still positive, but not statistically conclusive.

32.41%Original concentrated CAGR

Individual ResearchPairs Trading · Walk-Forward Testing · Robustness

Statistical Arbitrage & Walk-Forward ValidationThe original result did not survive a broader development test. Fresh confirmation later turned positive, but uncertainty remained too wide for a strong claim.

+20.72%Original total return

Individual ResearchAsset Allocation · Risk · Robustness

Portfolio Construction & Risk AllocationTwo portfolios can hold similar assets while concentrating risk very differently. The study compares both weights and risk contribution, then tests whether sophisticated optimisation earns its complexity.

Team Project + Independent ExtensionMarket Making · Team Competition · Independent Research

Market Making: Competition & Research ExtensionThe historical competition and later research answer different questions. The first records a simulated live team event; the second uses synthetic episodes to study how quoting policies trade fill rate, inventory and downside against simulated P&L.

9Simulated live rounds

Ongoing ResearchMQL5 · Execution · Research LogOngoing

Algorithmic Trading LabIdeas move from a testable hypothesis to signal logic, risk constraints, position sizing and executable code. Simulated and demo environments are kept separate; any future real deployment remains outside the current research record.

OngoingResearch log

02

Private markets & credit

Cash flow, capital structure, securitisation, downside and evidence-led investment screening.

Individual ProjectPrivate Markets · Credit · LBO Modelling

Credit, LBO & Downside ModelOperating performance drives cash flow; cash flow changes debt; debt changes lender protection and equity returns. The model connects those steps rather than analysing them in isolation.

1.9×Base MOIC

Individual ProjectAsset-Backed Securities · Modelling · Scenario Analysis

Renewable Energy ABS Waterfall EngineABS means asset-backed securities. Cash from 2,500 loans is distributed through a waterfall: senior notes are paid first, while junior notes absorb losses first.

£100mSynthetic renewable-energy loan pool

Individual ProjectInvestment Analytics · Filings · Information RetrievalIn development

Private Markets Screening & Filing IntelligenceThe system narrows a company universe with deterministic financial rules, then links the resulting screen to the filings and passages an analyst should review.

283Companies screened