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Appointment
- Student
- Dept of Computer Science
- Faculty of Engineering Science
Biography
As a senior quant with economics and computer science backgrounds, I focus on alpha-oriented research by applying econometric and AI solutions to financial datasets. Over my professional career, I have helped buy- and sell-side institutions advance their quantitative research with the use of machine learning, deep learning, and natural language processing algorithms, as well as by developing data analysis tools in Python, R, and VBA.
Currently, a senior quantitative researcher at Church Commissioners for England. Previously, a senior quant in a research consulting firm working for major investment banks and hedge funds. Total years of professional, relevant experience: 5.
Research Summary
Applying traditional methods and machine learning to construct regime-switching portfolios.