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Selorm Okpattah

@selormokpattah

Quantitative analyst applying Python and machine learning to financial risk, volatility forecasting, and derivative pricing.

Ghana

Message

What I'm looking for

I'm seeking opportunities in quantitative analysis, quantitative research, financial engineering, and related quantitative finance roles.

In my freelance quantitative risk and data analytics work, I analyze financial time series for forecasting and use Structural Equation Modelling to study digital-service adoption. I translate findings from market research and customer data into insights on retention and churn.

For my GIMPA thesis, I compared hybrid machine learning models for volatility forecasting, with a feature-augmented Random Forest achieving the best out-of-sample RMSE. I also built a Python derivative pricing engine using Black-Scholes and Monte Carlo simulation, and backtested trading strategies against buy-and-hold.

Experience

Work history, roles, and key accomplishments

Current

Quantitative Risk & Data Analytics Professional

Current

Freelance

Jan 2024 - Present (2 years 9 months)

Conducted quantitative analysis of financial time-series datasets for forecasting, applied Structural Equation Modelling to market research data, and analyzed customer data for retention and churn evaluation.

Python R SQL Time Series Analysis Forecasting Structural Equation Modelling Statistical Modeling Data Analysis

Teaching Assistant

University of Ghana

Oct 2021 - Oct 2022 (1 year)

Delivered supplementary teaching and assessment activities such as tutorials, maintained course attendance records, and invigilated student quizzes and exams.

Teaching Tutorials Assessments Supervision Record keeping

Education

Degrees, certifications, and relevant coursework

WorldQuant University

Master of Science, Financial Engineering

2024 -

Pursuing a Master of Science in Financial Engineering with coursework in stochastic modelling, financial econometrics, derivative pricing, and machine learning for finance.

Ghana Institute of Management and Public Administration

Master of Science, Applied Mathematics

2024 - 2025

Completed a Master of Science in Applied Mathematics with a focus on industry analytics, including numerical analysis, mathematical modelling, and statistical modelling.