I live at the intersection of quantitative finance and systems engineering. I write Rust like it's a trading edge — fast, deterministic, zero-waste.
- 🦀 Rust Systems Engineer — Inference orchestration, memory-aware scheduling, async runtimes
- 📐 Quant Learner — Stochastic calculus, derivatives pricing, factor models
- 🏛️ Open Source Contributor — Actively contributing to Rust-native AI infrastructure like mofa-org/mofa
| Project | Domain | Description |
|---|---|---|
| 🧮 Heston-SV-Engine | Quantitative Finance |
High-fidelity Heston Stochastic Volatility Model implementation in Scilab. Features a dual-validation architecture computing prices via Monte Carlo (with Antithetic Variates) and analytical numerical Fourier inversion. Automatically extracts implied volatility smiles and 3D pricing surfaces to showcase stochastic variance dynamics. |
| 🦀 MoFA Framework Contributions | AI Systems / Rust |
Open-source contributions securing async state management, preventing memory degradation panics, and implementing lock-free request handlers using safe, zero-cost abstractions in Rust. |
Systems & Backend
Quant & Data
Async & Networking
| Domain | Topics |
|---|---|
| 📈 Options Pricing | Black-Scholes, Vol Surface, Greeks |
| 🧮 Stochastic Calc | Itô's Lemma, SDEs, Brownian Motion |
| ⚙️ Systems | Lock-free queues, memory-mapped I/O, SIMD |
| 🤖 AI Infrastructure | Quantization, KV-cache, speculative decoding |
"Writing fast code for fast markets."