At Caspian Tech LLC, I design RTP models, analyze volatility and run Monte Carlo simulations in Python for slot-game mathematics. I also estimate football match odds and goal probabilities for sports-betting markets.
At Baku Research Institute, I conduct macroeconomic and microeconometric research, producing forecasts, policy papers and research articles. At Kapital Bank, I validated IFRS 9 credit-risk models and assessed model risk and regulatory compliance using R, Python and SQL.
At Bank Respublika, I developed PD, LGD, EAD and IFRS 9 models using econometrics and machine learning. Earlier, at the Central Bank of Azerbaijan, I researched electronic payment systems and applied dynamic panel-data models.
