Hey There! I'm Brian!

I focus on decision-making under uncertainty, market microstructure, and systematic trading.

I build simulation-driven systems to understand how probability, risk, and execution interact in fast-moving markets - from order book dynamics and derivatives pricing to Monte Carlo-based strategy evaluation.

I’m particularly interested in environments where small edges, fast feedback, and iterative decision-making drive performance.

Quantitative Systems

Execution & Market Microstructure

Systems that model order flow, liquidity, and matching dynamics in exchange-style environments.
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Order Matching Engine
High-performance C++ limit order book simulating price-time priority execution, order flow, and liquidity dynamics.

Stochastic Decision Systems

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

Derivatives & Risk Systems

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

Data & Execution Pipelines

Systems for automated market data ingestion, transformation, and execution-style simulation.
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Financial Data Pipeline
Automated pipeline using Selenium + scheduling + SQL for structured market data extraction and model-ready datasets.

Other Engineering Work

Continuously Variable Transmission

Dual-motor system modelling variable transmission dynamics.

Smart Trolley

App-controlled locking system for secure retail automation.

Whizz Mobility

Autonomous delivery trailer with embedded mechanical control systems.

Custom LEGO Technic - Audi RS6

Custom mechanical build modelling drivetrain and suspension systems.