At QuantRes, I rebuilt the futures price-selection stack after reverse-engineering a system that had gone untouched for 10 years. I kept the real-time path sub-second while adding concurrent selection algorithms, and cut a 30-year historical sweep from about four hours to 20–25 minutes.
At Shell Trading, I designed and built an LNG market-intelligence platform that replaced manual data gathering, ingesting more than 200 sources and raising trader-defined alerts. I also rewrote ICG’s private-equity reporting platform, reducing report generation from more than 40 minutes to 10–15 seconds; today, I’m building pension-fund curve-modelling tools and delivering with Claude Code and Codex.

