I build ML systems from scratch — transformers, C++ neural engines, computer vision pipelines, advanced analytics platforms, and production trading infrastructure. MIT MicroMasters candidate. Published mathematician. Passionate about deep learning, quantitative research, and high-impact engineering.
I'm a senior at Soka University of America studying Computer Science, Economics, and Mathematics, concurrently completing an MIT MicroMasters in Statistics & Data Science.
I build ML systems from the ground up — custom C++ neural network engines, transformers from scratch, computer vision pipelines with C++ inference, and NLP systems. My live trading bot runs across 22 instruments on AWS. My derivatives platform serves 250+ Ghanaian farmers. I was awarded a $25,000 research grant for a cybersecurity cluster at Bletchley Park, Royal Holloway, Bloomberg, and the Bank of England.
My current focus: deep learning research engineering — understanding every layer of the stack from CUDA kernels to production APIs. Open to high-impact research and engineering roles where rigorous systems meet real-world scale.
Click ★ Flagship for the 4 I'd point you to first — each with a public repo, a real test suite, and honest documentation of what's actually verified vs. simplified.
Event-driven backtesting engine with a structurally-enforced no-look-ahead execution model — a strategy's signal from bar N's close can only fill at bar N+1's open, by construction, not convention. Zero-overhead strategy dispatch via CRTP (measured ~3.1x faster than virtual dispatch, isolated so the comparison is fair), a zero-copy memory-mapped tick pipeline (verified 0 heap allocations, not assumed), average-cost position accounting handling the tricky reversal-fill case, and a hand-built thread pool for parallel parameter-grid backtesting (~3.8x wall-clock speedup, proven byte-identical to sequential — not just usually correct). 74 tests, sanitizer-clean CI across gcc/clang plus a dedicated ThreadSanitizer job, real captured benchmark numbers, and a DESIGN.md documenting every real bug the process caught.
Full neural network library built from scratch in C++17 — zero ML framework dependencies. Custom matrix engine, backpropagation, Adam/SGD optimizers, BatchNorm, Dropout. Achieves 97.8% on MNIST. SIMD-optimized matrix multiply benchmarks included.
Production-grade Bird's-Eye-View 3D object detection pipeline. Implements Lift-Splat-Shoot (ECCV 2020) with ResNet-50 + FPN backbone and anchor-free CenterPoint detection head. Gaussian Focal Loss, mixed precision training, KITTI evaluation.
Research-faithful NeRF (Mildenhall et al., ECCV 2020) in pure PyTorch — no NeRF libraries. Positional encoding, hierarchical coarse-fine sampling, volume rendering integral. Achieves 31+ dB PSNR on NeRF-Blender matching the paper.
Optimised SVR-RBF achieving R² 0.723 on California Housing — a +0.123 absolute gain over the previously reported SVR baseline (Preethi et al., 2025). 4-stage ablation study shows scaling alone contributes +0.744 in R². Leakage-safe scikit-learn Pipeline with 10 domain-engineered features and ensemble feature selection. Submitted to Springer Nature.
Machine learning model predicting soccer match outcomes using team ELO ratings, recent form, home advantage, head-to-head records, and player availability features. Ensemble of XGBoost and Logistic Regression with calibrated probabilities.
PySpark ETL on 1M+ taxi records — schema-enforced reads, window function analytics, caching benchmarks. Delta Lake module: ACID upserts via merge, time travel queries. Partitioned Parquet output with ~60% faster downstream reads.
Solo-built 5-agent AI pipeline (Gemini 2.5 Flash) automating fraud/AML investigations end-to-end — generating FinCEN SARs in under 3 minutes for under $0.02/run vs. a 3-day manual baseline. FastAPI + WebSocket streaming backend, MongoDB Atlas $vectorSearch (3072-dim embeddings), React/TypeScript frontend, Docker + Google Cloud Run deploy, modeled BSA/FINRA/OFAC/EU AI Act compliance.
Cross-platform (Android/iOS/Web) quant finance app built and shipped to the Google Play Store as sole developer — React Native + TypeScript with a fully client-side compute engine, 24-tester beta before release. Six financial models implemented from scratch, zero external math libraries: Black-Scholes + full Greeks, Newton-Raphson implied vol, Avellaneda-Stoikov market-making with Monte Carlo P&L, GARCH(1,1), Hurst exponent, and Ornstein-Uhlenbeck.
Self-directed, full-stack derivatives pricing platform, live in production for Ghanaian cocoa cooperatives since Sep 2024 — not a classroom project. Extends Black-Scholes with weather-adjusted stochastic volatility (weather explains 38% of price variance in the fitted ensemble), a Monte Carlo engine (10K+ paths in under 2s), an ensemble ML layer (XGBoost, Random Forest, SVR), and an NLP assistant for non-technical users. Grew to 250+ active users organically.
Price-time-priority limit order book with heap-based matching (O(log n), lazy-deletion cancellation) and a synthetic market combining Brownian-motion price dynamics with Poisson order-arrival flow. Avellaneda-Stoikov optimal quoting — closed-form reservation price, online volatility estimation, inventory-based skewing — benchmarked against a naive fixed-spread baseline across 20,000-tick backtests, 5 seeds: 6x higher P&L, 70% lower inventory risk, consistent in direction on every seed. (Sharpe came out at 94.8 vs. 4.3 in this backtest — that's a short-horizon annualization artifact, explained honestly in the README, not a claim about live performance; the 6x P&L / lower-inventory-risk numbers are the ones that generalize.)
Distributed platform (4 microservices over gRPC + Redpanda) stress-testing trading engines with 1,000+ concurrent bots across 5 archetypes, streaming live scores to a real-time leaderboard — sub-20ms p99 across 62 commits and 18+ PRs. Kernel-level eBPF TC hook prober (Cilium) capturing nanosecond RTTs; full IaC (Terraform + Helm on AWS EKS) with one-command deploy; chaos injection via tc netem + cgroup v2; GitHub Actions CI/CD with cosign-signed images.
Complete options pricing and delta-hedging engine — Black-Scholes analytical solution, full Greeks (Delta, Gamma, Theta, Vega, Rho), implied volatility surface construction via Newton-Raphson IV solver, daily P&L attribution, and replication portfolio tracking.
Functional limit order book engine in pure OCaml — price-time priority matching with BidMap/AskMap balanced BSTs using custom comparators (highest bid first, lowest ask first). Supports limit orders, market orders, partial fills, multi-level sweeps, and cancellations. Interactive REPL with live depth display.
OCaml library of probability puzzles and quantitative finance models — every puzzle returns (analytical, MC) pairs that converge to <0.5%. Prices options via Black-Scholes, CRR binomial trees (500 steps), and Monte Carlo (100k paths). Full Greeks via finite differences, implied vol via Newton-Raphson, and Avellaneda-Stoikov optimal market-making vs naive fixed-spread.
End-to-end quant risk system on S&P 500 sector ETFs — Historical & Cornish-Fisher VaR, CVaR/Expected Shortfall, 10K GBM Monte Carlo simulation, rolling Sharpe/Sortino/Calmar, macro regime analysis (VIX, yield curve). Advanced PostgreSQL window functions + Python modelling.
Full analytics pipeline on Olist Brazilian E-Commerce (100K+ orders, 8 tables) — RFM segmentation, cohort retention, CLV estimation, churn prediction (Logistic Regression, AUC 0.84), K-Means clustering. Raw SQL to ML to interactive dashboard. Champions drive 34% of GMV.
Demonstrates that SVR's previously reported R² = 0.60 (Preethi et al., 2025) reflects missing preprocessing, not algorithmic limits. Proper scaling, 10 domain-engineered features, and RandomizedSearchCV raise SVR to R² = 0.723 — a 20% relative gain. 4-stage ablation study; 10-fold CV mean R² = 0.703 (95% CI [0.630, 0.775]).
View Repository →Proved AC² = AD² + AB² in convex quadrilateral. Officially recognized and published.
View Publication →Convergence properties of generalized Fibonacci sequences. Novel proof via contraction mapping.
View Publication →Looking for opportunities in ML Engineering, Deep Learning Research, Computer Vision, Data Analytics, and Quantitative Finance at top-tier companies. Let's build something great.