Hey There! I'm Brian!

I’m interested in trading systems where small statistical edges, fast execution, and disciplined decision-making drive PnL.

My work focuses on market microstructure, execution dynamics, and decision-making under uncertainty - building systems to understand how order flow, liquidity, and risk interact in fast-moving markets.

I’ve built a limit order book simulator, a volatility trading system, and Monte Carlo-based decision engines to study how strategies perform under real-world constraints like latency, uncertainty, and competition.

I’m particularly drawn to environments where you need to make fast decisions with incomplete information, adapt quickly, and continuously refine your edge through feedback.

Quantitative & Systems Engineering

1. Stochastic Decision Systems

Monte Carlo-based frameworks for evaluating decisions under uncertainty and partial information.
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Monte Carlo Decision Engine - Adversarial Sequential Decision Simulator
Multi-agent simulation engine for probabilistic decision-making under hidden information and dynamic state evolution.

2. Execution & Market Microstructure

Systems that model order flow, liquidity, and matching dynamics in exchange-style environments.
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Market Microstructure Model - Limit Order Book Simulation
High-performance C++ limit order book simulating price-time priority execution, order flow, and liquidity dynamics.

3. Derivatives & Risk Systems

Pricing, hedging, and volatility-driven portfolio construction under stochastic market conditions.
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Delta Hedging & Volatility Trading Simulator
implementing dynamic delta replication, risk tracking, and PnL decomposition under discrete-time rebalancing.

4. Data & Execution Pipelines

Systems for automated market data ingestion, transformation, and execution-style simulation.
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Market Data Pipeline
Automated market data ingestion pipeline for XML financial data, with ETL processing and storage in Azure SQL for trading system integration.

Market Data Parser Transformation Pipeline
XML market data parser for transforming hierarchical financial datasets into structured inputs for quantitative trading systems.

5. Systems Engineering & Control

Mechanical, embedded, and control systems projects focused on dynamic system modeling, feedback control, and constrained optimization in physical environments.
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Continuously Variable Transmission (Dual-Motor Control System)
Dual-motor system modelling variable torque transmission dynamics.

Smart Trolley Locking & Access Control System
App-controlled locking system for secure retail automation, integrating authentication, locking mechanisms, and real-time state tracking through an app-based interface.

Autonomous Delivery Trailer (Embedded Control System)
Autonomous delivery trailer with embedded sensing and control logic to enable stable motion and responsive actuation in a mobile logistics environment.

Custom LEGO Technic - Audi RS6
Custom multi-actuator vehicular control system modelling drivetrain and suspension systems.