I build machine-learning and optimization tools for forecasting and quantitative finance
35 pull requests merged into libraries used across ML, quantum computing and finance
- OpenAI Tart: container-registry authentication with spaces between
WWW-Authenticatedirectives, as RFC 7235 allows (#1377) - NVIDIA cuOpt (2): nightly CI for its CVXPY integration on images without a C++ compiler (#2101), and a minimize default for the objective sense of its MPS data model (#2181)
- Apple MLX: reductions over very large arrays (32-bit index overflow on CPU and GPU) (#4549)
- MLX-VLM:
save_pretrainedon the Muse Glimmer processor, which stopped checkpoint conversion (#2535) - Amazon Chronos: series lengths for categorical item ids in
predict_df(#537) - QuantLib (2): underflow in the non-central chi-square distribution (#2908), and a faster Heston variance mesher for small vol of vol (#2940)
- CVXPY (7; top external contributor by commits in the 90 days to October 31, 2026, and joint 32nd of 244 contributors by commits all time): silent wrong answers on mixed-integer problems with NVIDIA cuOpt (#3555), MIP warm start for SCIP (#3483),
geo_meanon any shape (#3493), tuple axes instd, axis behavior ofcvar, axis checks for matrix norms, Gurobi's own error message when it fails before finding a solution (#3574) - skfolio (6; 6th of 47 contributors by commits): VaR, EVaR and sample-weight fixes in the risk measures, drawdown contributions, the Bodnar-Okhrin shrinkage of expected returns, and sample weights in the empirical covariance (#417)
- NautilusTrader (2): wrong default moving averages in trading indicators
- QuantEcon: ARMA impulse responses and simulations that came out delayed when p > q (#976)
- Nixtla StatsForecast: finite-sample conformal prediction intervals, shared with the Conformal Seasonal Pool model (#1246)
- Microsoft FLAML: naive and seasonal naive forecasts that match their definitions (#1611)
- Unit8 Darts (2): conformal prediction intervals (#3227) and compatibility with pandas 3.1 (#3289)
- 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 (2) and Qiskit Experiments
In review: NVIDIA cuOpt (MPS writer), AutoGluon, Nixtla StatsForecast, Open GenAI Stack (formerly Llama Stack), SciPy.
- 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