Greater London, England, United Kingdom
I am passionate and almost obsessed about learning new things, in all fields. Right now, all my concentration is on learning the fundamentals of quantitative finance and apply my knowledge to create new approaches in my everyday job.
Systematic alpha research in Credit.
Systematic alpha research and implementation in FI and Credit space.
- Independent implementation of the models for pricing and risk management of equity derivative products in Python (using mostly Numpy, Scipy and Pandas packages). - Testing of production and portfolio models in all aspects, mostly in Python using financial data (time series modelling, statistical inference, etc. additionally using Scikit-learn).
- Focus on analysis of data using Statistical and Machine Learning Tools such as Principal Component Analysis, Artificial Neural Networks and Radial Basis Functions in R and VBA. - Developing a machine learning based tool for the trading desk to use in the construction and forecasting of portfolio price and risk surfaces,. - Backtesting of various trading strategies by the use of the developed tool.