About Me
Quantitative Developer with 8 years of active market experience — focused on turning trading logic into systematic, validated, and executable systems, from research to live execution.
I spent four years in construction project management learning how systems fail under pressure. Then came the markets: from building a fintech group's trading data infrastructure from the ground up, to productizing my own algorithms and automating client strategies across futures, FX, crypto, and equities.
The pattern is clear: I've always worked where reliability isn't optional and every decision is backed by data. Construction taught me to design for failure modes. Trading taught me that validation is non-negotiable — a strategy is not robust simply because it produces an attractive backtest.
I specialize in quantitative research, backtesting workflows, and automated execution — testing strategies out-of-sample, with walk-forward validation, sensitivity analysis, realistic costs, and risk controls built in.
Open to full-time Quantitative Developer roles and select consulting engagements — with prop firms, systematic trading teams, and trading technology companies.
