About
Software Engineer with a passion for software, mathematics, and quantitative finance. Experienced building pricing and portfolio management systems in the financial services industry. Currently studying a quantitative finance masters at UCL and have a keen interest in the financial markets.
Work Experience
Software Engineer - Portfolio Management, Ariel Re, London
Full-stack .NET Software Engineer on a small, dynamic and performance-driven development team.
Mar 2022 - Present
- Developed front-end Windows desktop applications using WPF and back-end systems in C# and .NET 8.
- Implemented multithreading to optimize performance, reducing processing time for critical tasks.
- Built a revenue-generating model for pricing return on capital of insurance-linked securities, weather derivatives, and reinsurance contracts.
- Integrated third-party APIs, including vendor models, FX rates, and counterparty credit ratings.
- Designed and implemented a machine learning-based portfolio optimization algorithm to enhance return on capital while ensuring compliance with regulatory constraints.
- Created a geospatial exposure tool to visualize cedants' exposure from country level to 3-mile grid resolution, supporting hundreds of millions of locations.
- Mentored junior staff members by collating requirements, peer-reviewing code, and managing stakeholder expectations.
Actuarial Data Analyst, IQUW Group, London
Automated financial processes and supported risk decision-making through data visualization.
Nov 2021 - Mar 2022
- Automated financial processes using Python, SQL, and VBA, improving efficiency in actuarial workflows.
- Visualized financial data to support risk decision-making, providing actionable insights to stakeholders.
- Proposed and implemented automation solutions to streamline actuarial processes.
Education
University College London, MSc Financial Mathematics
Modules: Machine Learning (Python), Applied Computational Finance (C++), Market Risk and Portfolio Theory, Interest Rates and Credit Modelling and Algorithmic Trading.
Sep 2024 - June 2026
University Of Warwick, BSc (Hons) Mathematics 2:1
Modules: Interdisciplinary Computer Modelling, Maths by Computer, Statistics, Programming for Scientists, Scientific Computing, Computational Physics, and Mathematics of Machine Learning.
Sep 2018 - July 2021