- π PhD Candidate at UCL Institute of Finance and Technology (May 2026 - May 2030)
- π Chadwick Trust Scholar - researching High-Frequency Trading, market microstructure, and quantitative finance
- π¬ Focus areas: Limit Order Books, Optimal Execution, ML in Trading Systems
- π Data Scientist at European Space Agency (Contract)
- π± Working on Vessel Emissions Analysis and AIS Data Processing
- π Building Maritime Analytics Systems with Python and PostgreSQL
- πΉ Preparing for transition back to Quantitative Finance and HFT
- π Former FX/Derivatives Trader transitioning to quantitative research
- π MSc in Data Science and AI
- π Career trajectory: Trading β Data Science β ESA Contractor β PhD in HFT
- π― High-Frequency Trading algorithms and market microstructure research
- π Quantitative Finance and algorithmic trading systems
- π Ultra Low Carbon Emission Solutions and maritime optimization
- π€ Machine Learning applications in financial markets
- Finance & Trading: Market Microstructure, HFT, Limit Order Books, Derivatives
- Data Science: TensorFlow, Keras, LSTM, Time Series Analysis
- Engineering: Flask, PostgreSQL, Cython Implementations, Python Optimization
- Research: Quantitative Finance, ML in Trading, Bayesian Methods
- π₯ Former professional drummer - rhythm is in my DNA
- β Coffee enthusiast and traveler
- πΈ Played guitar, harmonica, and drums professionally during my teens
- π Pronouns: Puzzle Solver





