I’m a quantitative developer at Morgan Stanley. My work includes building and maintaining Python platform, infrastructure, and tooling for quant researchers in risk analytics, covering libraries, pricing workflows, data connectors, and distributed execution systems. Before this, I spent three years at Bank of America working on internal systems (Quartz) for trade book management and reference data.
On this site you’ll find blog posts and projects, most of them from my college years, along with a curated set of resources I’ve found useful across work and study. I update the blog occasionally with notes on software engineering and quantitative finance.