I build risk models, stress testing frameworks, and financial analytics systems that turn complex market data into actionable risk intelligence.
Interactive dashboard that simulates multi-quarter capital projections under Base, Moderate, and Severe stress scenarios. Features scenario-driven revenue shocks, capital evolution modeling, RWA analytics, and automated management reporting with PDF/PowerPoint exports.
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 forecasting intraday cash-flow patterns and simulating liquidity stress scenarios with What-If simulator, breach detection, and IDL Playbook module.
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.