London, England, United Kingdom
Quantitative analyst with a passion for problem solving and a background in physics, math modelling, finance, statistics. Experience: • ODE; PDE; Linear algebra; Probability; Statistics; Stochastic calculus; Bayesian & Classical Inference • Supervised learning; Deep learning (Feedforward networks; Convolutional networks; Recurrent neural networks; Recursive networks); Reinforcement learning • Stochastic model development (equities, energy) • Econometrics, time series and various statistical learning techniques • Python; NumPy; pandas; matplotlib; scikit-learn; keras; basic C++; Mathematica • Collaborative software; version control software • Derivatives pricing • Excel (C++ interfacing); Git (version control); Sourcetree (Git GUI); Bitbucket, GitHub (Git hosting); Spyder, Jupyter Notebook, PyCharm, Visual Studio (development environments); Azure DevOps (project management); Confluence (collaboration); LaTeX, Beamer, MS Office, KaleidaGraph, Acrobat (productivity); macOS, Windows (operating systems)