At GeometricProgression, I collaborated on an asset manager’s valuation-engine replacement, reviewing and validating fixed-income and swap pricing models alongside the independent verifier. I engineered a reusable Python pricing library and a Streamlit application for yield-curve construction, and reverse-engineered undocumented pricing conventions from reference outputs.
Earlier at GeometricProgression, I built production multi-agent systems that integrate APIs from Anthropic, OpenAI, Google, and OpenRouter to coordinate agents working in parallel on software development workflows. I also developed machine learning and deep learning models, including inflation forecasting models incorporated into larger financial pricing models.
I studied Computer Science with Artificial Intelligence at the University of Leeds, where my research projects covered chest X-ray classification and inflation forecasting. My work included developing and training supervised models, evaluating them with different metrics, and preparing data through cleaning and feature engineering.
South Africa