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I'm a quant researcher and derivatives trader who also ships the infrastructure behind the alpha. My work sits where capital markets, systematic trading, and applied AI meet — pricing govie bonds and swap curves by day, engineering async execution systems and agentic AI pipelines by night. Right now that means trading rates derivatives and shipping AI automation at a securities firm, while running 500+ strategies concurrently on execution infra I designed and built myself.
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🌱 Learning: how to get a language model to respect a stop-loss as much as risk management does.
👯 Open to collaborate on: anything async, alpha-generating.
💬 Ask me about: Any
⚡ Fun fact: I run 500+ strategies concurrently and still refresh the P&L dashboard like it's the first check of the morning.
