> about

I'm a trading systems engineer based in Zurich, at the intersection of finance and technology. Currently I'm integrating and improving front office trading systems at Swiss financial institutions. Before that, I spent nearly two and a half years as a software engineer in asset management at the second-largest asset manager headquartered in Switzerland, building tools and services for a proprietary portfolio management platform — including the creation/redemption process for four newly launched ETFs (photo) and development of analytics services.

My academic background spans quantitative finance and computational science. I hold an MSc in Quantitative Finance from Vienna University of Economics and Business — graduating First Class Honours, ranked in the top three of a cohort of 92 — and an MSc in Data and Computational Science from University College Dublin, where I again earned First Class Honours. My research sits at the intersection of statistical modelling and machine learning: my quantitative finance thesis examined Markov Switching GARCH models with time-varying transition distributions on high-frequency equity returns, while my computational science project applied layer-wise relevance propagation to deep recurrent neural networks for interpretable factor-model predictions.

Outside of work, you'll find me skiing (photo), running (photo), or in the kitchen — and usually with a side project in some new programming language.