Quantitative Researcher & Engineer · MSc Financial Engineering · WorldQuant University · Founder of QuantSingularity
Quantitative researcher and engineer building explainable, production-ready AI systems for real-world financial environments. My work spans portfolio optimization, volatility forecasting, market microstructure analysis, and CBDC liquidity management.
Currently completing an MSc in Financial Engineering at WorldQuant University while leading QuantSingularity, an independent research and engineering lab.
4 papers published on SSRN covering quantitative finance, DeFi, and AI-driven market systems.
Research Interests:
- 📉 Volatility Forecasting & Regime Detection
- 🏦 CBDC Liquidity Management Systems
- 🕵️ Market Microstructure & Spoofing Detection
- 🔬 Deep Reinforcement Learning for Trading
- ⚛️ Quantum Finance