At WBS Limited, I learned data structures, algorithms and programming fundamentals, then built quantitative trading systems using Python, C++ and kdb+/q. I also applied electronic trading and HFT concepts to systematic trading strategies.
At World Quant University, I conducted data wrangling, ETL/EDA and testing using Python, pandas, APIs, SQL and MongoDB. I built and optimized machine-learning and deep-learning models, then deployed models through Flask and Streamlit and built dashboards.
I hold an MSc in Financial Engineering with Distinction and have earned certificates in quantitative development, alternative investments and AI. My work also includes the Smart Portfolio: Ensemble Conditional Risk (ECR) Markowitz Portfolio Optimization project.
