Quantitative & Systems Engineering
Focused on market microstructure, execution dynamics, and probabilistic decision-making in short-horizon trading systems.
1. Execution & Market Microstructure
Systems that model order flow, liquidity, and matching dynamics in exchange-style environments.
Focused on execution probability, adverse selection, and short-term price formation.
Market Microstructure Model - Limit Order Book Simulation
High-performance C++ limit order book simulating price-time priority execution, order flow, and liquidity dynamics.
What actually mattered
- Fill probability was a primary driver of PnL
- Queue position dominated execution outcomes
- Simple order flow signals often outperformed complex models
- Execution improvements compounded non-linearly
2. Stochastic Decision Systems under Uncertainty
Monte Carlo-based frameworks for evaluating decisions under uncertainty and partial information.
Monte Carlo Decision Engine - Adversarial Sequential Decision Simulator
Multi-agent simulation engine for probabilistic decision-making under hidden information and dynamic state evolution.
What actually mattered
- EV is insufficient under uncertainty
- Decisions are distributional, not point estimates
- Tail risk dominates multi-step decisions
- Small belief updates change optimal actions
3. Volatility & Risk Modeling Systems
Pricing, hedging, and volatility-driven portfolio construction under stochastic market conditions.
Delta Hedging & Volatility Trading Simulator
implementing dynamic delta replication, risk tracking, and PnL decomposition under discrete-time rebalancing.
What actually mattered
- Gamma exposure was the dominant driver of PnL variability
- Discrete hedging created structural replication error
- Volatility mis-specification outweighed directional exposure
- Delta-neutral positions still carried significant residual risk
4. Market Data Infrastructure for Trading Systems
Systems for automated market data ingestion, transformation, and execution-style simulation.
Market Data Pipeline
Automated market data ingestion pipeline for XML financial data, with ETL processing and storage in Azure SQL for trading system integration.
What actually mattered
- Position sizing was constrained more by risk / margin than pricing output alone
- Exposure sensitivity mattered more than absolute model accuracy
- Small regime changes in volatility significantly altered portfolio risk
- Consistency between pricing and risk systems was critical for stability
Market Data Parser & Transformation Pipeline
XML market data parser for transforming hierarchical financial datasets into structured inputs for quantitative trading systems.
What actually mattered
- Data structure consistency mattered more than raw data availability
- Small schema mismatches propagated into large downstream errors
- Reliable preprocessing was a prerequisite for any strategy development
- Most model failures originate from data, not modelling
5. Other Engineering Work
Systems modeling and control projects in robotics and embedded systems, focused on dynamic system behavior and constrained optimization.
- Control systems (multi-actuator dynamics, feedback control)
- Embedded systems (autonomous actuation, real-time control)
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.
