I help research teams turn data they already have into insight they can actually use.
I build the quantitative systems that institutions rely on to understand and manage risk and portfolio analytics — from risk and margin systems for Morgan Stanley Prime Brokerage as an independent consultant, to fixed income derivatives at RBS, to creating the Equity and Multi-Asset Risk Monitors at Axioma/SimCorp, published daily and used by the world's most sophisticated investors. The full pipeline is mine — from the underlying data, derived from Axioma risk models combined with major benchmark indices, to the final published output. Researchers on my team derive the insights from the data generated by the infrastructure I created — fueling papers, blogs, and weekly market commentary — turning quantitative data into ideas people actually read.
Most research teams are sitting on more valuable data than they realize. The bottleneck is rarely the data itself — it's the quantitative infrastructure and domain expertise to extract meaningful signal from it. That's what I provide, working alongside your team as a fractional partner.
Identify what your data can actually tell you — and what it can't.
Build Python-based analytics pipelines tailored to your research questions.
Institutional-grade analytical rigor at human scale cost.
A senior quantitative thought partner embedded in your team.
I'm selectively taking on a small number of research collaborations. If your team has data and needs a senior quantitative partner to help unlock it — let's talk.