Thank you for visiting my website. I am currently in the last few month of my DPhil in Machine Learning for Quantitative Finance in Oriel College at the University of Oxford. I am the author and owner of this website which I use to present some of my research as well as advertise projects I am involved in.
I take part in academic activities such as editing (eg: Journal of Machine Learning Research, Wilmott Magazine etc …) and often participate in industry seminars or international conferences.
EQRC is my limited company officially launched in 2014 in order to create a legal platform initially and primarily focused on consultancy assignments in the Quantitative Finance industry. I strive to re-invest part of my earnings in Research & Development for activities in cognizant social engineering projects. EQRC can be understood in different ways but the one I have chosen to use in this context is represented intuitively below:
– Electronic Trading & Machine Learning,
– Quantitative Finance & Volatility Modelling,
– Risk Management, Compliance & Control,
– Cryptocurrencies & Game Theory.
Please do not hesitate to contact me if you have any questions.
I have been working in the financial industry within a broad range of functions of quantitative nature: Trading (Exotics & High Frequency), Structuring and Traditional Quantitative Analytics (Front Office, Risk and Clearing). I have expertise in all major asset classes: Equities, Commodities, FX, Rates & Hybrid. I have worked on both the buy and sell sides as well as have had exposure to the cultural difference associated to different geographical locations. Most of my education was done at the University of Oxford, though I strove to see other places as well (UPenn, University of Cambridge, Ecole Polytechnique and Université Pierre et Marie Curie) where I studied different aspects of the the applied mathematical and computational science with applications in Quantitative Finance.