Daniel Norouzi M. Email & Phone Number

London, England, Gb

Toronto, Ontario, Canada

● Engaged in pioneering research at RiskLab, focusing on trustworthy AI in quantitative finance. Developed a novel validation framework for out-of-sample testing methods, showcasing the efficacy of modern methods over traditional methods. Our findings advocate for rigorous model evaluation to ensure robust financial strategy development amidst complex market dynamics.

Tehran, Tehran Province, Iran

● Leading R&D and rigorous model validation projects.

Tehran, Tehran Province, Iran

● Hermes Capital provides solutions to predictive problems specific to Iran’s financial sector by capturing market inefficiencies.● Developing quantitative risk management solutions for mitigating adverse selection, and statistical arbitrage strategies for a highly developed market-making system.● Developing and implementing practical quantitative strategies in Finance using Artificial Intelligence and Financial Mathematics.● My work consists of R&D, model development, backtesting (i.e. customized cross-validation and backtesting techniques for financial data), data engineering (i.e. collecting time series data and engineering them with Pandas and SQL), and live testing (i.e. running the model and data engineering live on a VPS, 24/7 without downtime).

Toronto, Ontario, Canada

● RiskLabAI provides both tailored and open-source solutions to the financial community. While in industry, economic and financial models undergo rigorous replication, reproducibility, and validation, academic peer review is prone to various biases. RiskLab AI is built to produce responsible and reproducible research accompanied by validation and efficient cooperation in high-performance environments. RiskLab AI has two fully open-source libraries in Julia and Python programming languages.

Tehran, Tehran Province, Iran

● RiskLab Middle East is a fast-growing research laboratory in the area of Financial Machine Learning and Investment Risk Management.● RiskLab’s main objective is to pioneer leadership in the applications of mathematics and artificial intelligence to the business and financial sectors to benefit both academia and industry.● RiskLab's areas of research consist of risk management, Basel regulatory Accord, investment Management, portfolio construction and optimization, algorithmic trading, derivatives modelling, pricing and hedging across all asset classes, financial connectedness, contagion and systematic risk.● The mathematical and statistical tools employed in RiskLab include stochastic differential equations, partial differential equations, probability theory, supervised and unsupervised algorithms and reinforcement learning.

Tehran, Tehran Province, Iran

Teaching Assistant of several courses offered at Sharif University of Technology:● Data Science And High Performance Computing by Prof. Arian● Stochastic Processes by Prof. Peyvandi● Machine Learning by Prof. Peyvandi● Regression Analysis by Prof. Mirsadeghi

Isfahan, Isfahan Province, Iran

● Teaching advanced physics topics and laboratory experiments to scholars attending National Physics Olympiad.

Bachelor Of Science - Bs, Applied Mathematics

Bachelor Of Science (Minor) - Bs, Economics

Physics Olympiad Medalist

● Summer program of National Physics Olympiad

High School Diploma

● Shahid Ejei High School