Quantitative Analyst
Current- Technical design and implementation of
- Financial planning system projecting exposure and capital use for guarantees and equities business
- Interactive web app visualizing PE and VC activity and performance data
- Implementation: Scala, Akka, TypeScript, React.js, GraphQL. Infrastructure & Dev Ops: Docker, AWS (Fargate, S3, CodePipeline)
- Applied Machine Learning to identify ineligible transactions
- Built a prototype for securitisation surveillance data processing (AWS Glue, Spark, Redshift)