I'm a Senior Quantitative Modeller at ICE (InterContinental Exchange) in London, working across fixed income, equity, and MBS asset classes. My work spans factor research, risk decomposition, VaR, scenario-based stress testing, and climate risk modelling using machine learning (XGBoost, LSTM), Bayesian frameworks, and Monte Carlo methods.

My research interests lie in political sentiment and asset pricing using NLP, investment completion risk in capital-intensive industries, and technology diffusion and return predictability. I was a Research Scholar at Harvard Kennedy School, applying causal inference to policy evaluation at the Evidence for Policy Design group. I also hold a PhD in Finance and Econometrics from Warwick Business School, where I priced technological risk using shock-based models and built NLP-driven political sentiment measures to explain asset pricing across equities, treasuries, derivatives, and commodities, and an MSc in Banking and Finance from King's College London.

I write about quantitative finance and markets at Financially Brewed. Feel free to reach out via email or LinkedIn.