I build risk models, stress testing frameworks, and financial analytics systems that turn complex market data into actionable risk intelligence.
Enterprise-grade IDL monitoring dashboard with BCBS 248 regulatory compliance, ML-powered net flow forecasting using GradientBoosting, 6 pre-defined stress scenarios (counterparty delay, CCP margin spike, market stress), severity-classified playbook simulation, and channel-level analytics across Fedwire, CHIPS, ACH, Fed Securities, and CCP Margin.
End-to-end AI trading system generating structured trade ideas using LLMs with JSON-based decision schemas, portfolio risk rules, and paper-trading execution via Alpaca API.
Interactive dashboard simulating multi-quarter capital projections under Base, Moderate, and Severe stress scenarios with RWA analytics and automated PDF/PowerPoint export.
Full analytics framework modeling market-linked insurance guarantees using GBM, Black-Scholes/Monte Carlo engines, delta-hedging backtests, and stress-testing modules.
ML-powered application detecting anomalies in foreign currency exposures from ERP data using Isolation Forest, enabling FX hedge audit and validation workflows.
PD models using Logistic Regression and XGBoost with Expected Loss computation, risk-band segmentation, and real-time applicant scoring dashboard.
Live option pricing application using Black-Scholes with Yahoo Finance API integration, annualized volatility computation, and interactive pricing interface.
Open to opportunities in quantitative risk, financial engineering, and analytics. Let's connect.