Currently working as a Quantitative Developer at JANA investment advisors.
Previously I held a number of different roles at Deloitte, ranging from data science and backend software engineering to project management and technical advisory.
My academic background includes two degrees from the University of Melbourne - a Bachelor of Commerce in Finance and a Graduate Diploma in Computer Science. My academic interests are broad, spanning finance, economics, econometrics, machine learning, distributed systems, and structural engineering.
Some things I've done:
Projects mainly in data science, econometrics and software engineering. Impact of covariance matrix estimator choice on yield curve decomposition with PCA: SSRN pdf
Projects in generative art, image manipulation. Weighted attractor rendering