Quant Dev | VP @ Bank of America | Python · Risk Systems · Market Risk
I'm a Quantitative Developer, building and scaling risk systems across asset classes. Currently VP at Bank of America, I've spent 4 years in cross-asset market risk (Fixed Income, FX, Equities) driving automation and engineering efficiency. I also write and mentor on breaking into quant development.
A frank account of shipping a production real-time risk engine for 40,000 positions in pure Python — what survived, what failed, and what I'd change.
Read MoreA theoretical critical analysis of five prospective approaches to real/fake tweet binary classification on the MediaEval 2015 dataset.
Read MoreExploratory analysis of 587K food diary records from MyFitnessPal — uncovering eating habits, user behaviour, and surprising sugar intake trends.
Read MoreI'm passionate about fitness and nutrition. Learning everyday through my biggest experiment, which is me. Can't wait to help y'all stay fit even with an intense schedule.
Coming SoonBreaking into quant dev and want guidance? I mentor on career strategy, technical prep, and first-role positioning.