I build machine-learning and optimization tools for forecasting and quantitative finance
21 pull requests merged into libraries used across ML, quantum computing and finance
- NVIDIA cuOpt: nightly CI for its CVXPY integration on images without a C++ compiler (#2101)
- Apple MLX: reductions over very large arrays (32-bit index overflow on CPU and GPU) (#4549)
- Amazon Chronos: series lengths for categorical item ids in
predict_df(#537) - CVXPY (5): MIP warm start for SCIP (#3483),
geo_meanon any shape (#3493), tuple axes instd, axis behavior ofcvar, axis checks for matrix norms - skfolio (3): VaR, EVaR and sample-weight fixes in the risk measures
- NautilusTrader (2): wrong default moving averages in trading indicators
- Nixtla StatsForecast: finite-sample conformal prediction intervals, shared with the Conformal Seasonal Pool model (#1246)
- Unit8 Darts: conformal prediction intervals (#3227)
- FinRL (AI4Finance): tradability check on the price instead of the first indicator in
StockTradingEnv(#1456) - Pasqal Pulser: lazy conjugate/negative tensors converted to NumPy without resolving them (#1130)
- gcsopt (graphs of convex sets): compatibility with the new CVXPY solving chain (#23)
- Also Qdrant, NumPyro and Qiskit Experiments
In review: the NVIDIA cuOpt interface in CVXPY, Microsoft FLAML (approved), AutoGluon, Nixtla NeuralForecast, skfolio, QuantEcon.
- Research assistant to Prof. Semyon Malamud (Swiss Finance Institute, EPFL), replicating and extending large factor pricing models
- WorldQuant BRAIN: #2 in Italy, Gold Level, 19 submitted alphas
- Kaggle: silver medal, 76th of 4,186 teams, AI Agent Security (OpenAI × Google × IEEE)
- MQFS: open, reproducible quantitative-finance papers, e.g. market regimes from correlation structure, electricity risk for AI data centres, constraint-preserving QAOA on IBM quantum hardware
- Qiskit Advocate (IBM Quantum) and solver of Jane Street's monthly puzzles
Open to ML engineering, quant, software and data roles, including remote, part-time or project-based contracts, and to research projects. LinkedIn

