Hello, I am
Quantitative engineer and product-minded builder focused on data, automation, and clean user experiences.
Explore the work ↓I design and ship systems that transform complex financial data into approachable, actionable insights. Over the past two decades, I've led engineering teams across global investment banks, building platforms that power trading desks and quantitative strategies. My work spans the entire stack—from real-time data pipelines and cloud infrastructure to elegant user interfaces.
Passionate about the intersection of finance and technology, I specialize in fixed income analytics, equity derivatives, and cryptocurrency markets. Recently, I've been exploring how streaming architectures and modern web technologies can deliver real-time market insights with exceptional user experiences.
Real-time swap curve analytics powered by server-sent events. This streaming service fits emerging market curves to polynomial models and broadcasts live updates to connected dashboards. A full-stack showcase of reactive data visualization with Python FastAPI backend and modern frontend.
Front End → Front End on GitHub → Back End → Backend on GitHub →Interactive regression analysis tool for cryptocurrency markets. Explore correlations and relationships across digital assets with dynamic visualizations. Built to analyze market trends and identify trading opportunities through statistical modeling.
Test the Regression tool → GitHub →Enterprise-grade pricing engine for Delta One custom equity baskets. Streamlined workflow for creating, pricing, and managing synthetic basket instruments with real-time market data integration and AG Grid-powered portfolio management.
Front End → UI on GitHub → Back End → Backend on GitHub →Professional basket pricing platform built for Pharo Asset Management. Real-time monitoring and analysis of equity basket portfolios with comprehensive market data feeds, performance tracking, and institutional-grade reporting capabilities.
Front End → UI on GitHub → Back End → Backend on GitHub →Architect and maintain the Global Strategic Reference Data System powering multi-billion dollar trading operations. Built with C#, .NET Core, SQL Server, React, and AG Grid to deliver consistent book hierarchy, user rights management, and counterparty data across global trading desks.
Led a team of 10 developers building global Front Office Equity Derivatives tools in C# and .NET. Architected and deployed a Python-based volatility platform using MongoDB and Pandas, automating the marking process and enabling advanced quantitative analysis for equity derivatives trading desks.
Managed the APAC Front Office Development Team (8 developers) delivering a high-performance Java/TibRV analytics platform on Linux infrastructure. Significantly improved system stability, scalability, and reduced time-to-market for quantitative trading strategies across Asian markets.
Led the APAC Equity Derivatives Platform team (20 developers) through the successful rollout of the Strategic Risk Platform in Java, dramatically improving system stability and reliability. Later directed the Global Equity Derivatives Pricing Tools team (12 developers), implementing a sophisticated booking workflow that streamlined trade capture, reduced operational errors, and enhanced trading desk efficiency.