quantx

Developed large-scale market and risk analytics on euro-area datasets (rates, macro, derivatives). Accelerated Monte Carlo and stress-testing engines (~30%) and reduced compute costs (~40%). Built anomaly detection and monitoring tools applicable to market surveillance and model diagnostics.

Researched, implemented and traded delta-neutral statistical arbitrage strategies with market-making style execution. Designed execution tooling and monitoring for live strategies; managed risk limits, exposures and post-trade controls. Built and maintained trading connectivity to major crypto venues (Binance, Kraken); automated strategy operation. Full ownership from research to deployment to live operations, including incident response.