My MSc dissertation at Lancaster University Management School examines how restatements relate to U.S. syndicated loan pricing and contract design. I analysed 26,181 loan facilities and found that restatements were associated with higher spreads, particularly for severe irregularities.
I also built a Python toolkit for multi-asset market risk, including VaR and expected shortfall backtesting, volatility forecasting and stress testing. My projects span asset pricing, financial econometrics and derivatives valuation, using Python, R and Excel.
