About

I work at the intersection of quantitative finance, analytics platforms, and software engineering.

Over the past two decades, I have designed, built, and rebuilt front-office quantitative systems across multiple asset classes, both on the sell-side and the buy-side. My work has focused on derivatives modelling, market and reference data, pricing and risk analytics, and the architectural trade-offs required to support real trading businesses over time.

I have spent a significant part of my career operating large analytics platforms under production constraints: intraday risk, live pricing, regulatory workloads, and evolving product sets. Much of what I write here comes from repeated exposure to the same failure modes, design tensions, and organisational shortcuts that appear benign early on and become costly later.

This site is a place to capture technical observations that rarely fit into presentations or project documentation:
why platforms lose coherence, how modelling assumptions leak into architecture, and what repeated rebuilds tend to teach.

The views expressed here are personal and technical in nature. They do not constitute investment advice and do not represent the views of any current or former employer.

I write primarily for practitioners — quantitative analysts, engineers, and technical leaders who have had to operate systems in production rather than merely design them.