Quant Research
Portfolio analytics, risk modelling, time-series experiments, allocation logic, and reproducible research workflows.
I write about quantitative finance, functional programming, and the strange loops between code, markets, work, and life. RΞCURSION is where technical notes, models, and reflective essays meet: a working notebook for systems, risk, and the habits that shape better decisions.
Consulting
I work with teams that need more than a dashboard screenshot: quant research that can be explained, data applications people can operate, and decision-support tools that survive contact with real workflows.
Portfolio analytics, risk modelling, time-series experiments, allocation logic, and reproducible research workflows.
Pipelines, validation layers, reporting automation, and decision-support tooling around messy operational data.
Python, R Shiny, and Django dashboards for teams that need live insight rather than static reports.
Architecture reviews, modelling assumptions, analytics strategy, and practical guidance for data-driven products.
This research examines the impact of ESG factors on FDI inflows in East African developing markets, using panel data analysis. Two regression models (pooled and fixed-effects) are used to assess the correlation between sustainability factors and FDI, helping host countries identify key ESG drivers of FDI growth.
WorldQuant University’s accredited Master of Science in Financial Engineering degree integrates mathematical, statistical, computer science, data science, and machine learning skills. Using market-driven practitioner examples, students focus on real-world financial challenges such as securities pricing, algorithmic trading, optimizing portfolios, and hedging risks, implementing and calibrating models in Python, and using their critical thinking skills to interpret and apply them.
