Economics & Actuarial Science graduate | Incoming Actuarial Consultant at Willis Towers Watson | Quantitative Finance & Data Science enthusiast
I build quantitative tools because I genuinely enjoy it. My projects sit at the intersection of financial modelling, actuarial science, and applied machine learning β built in Python, deployed, and published here.
π analyst.io
A Python-based financial valuation tool that ingests a company's 10-K PDF or stock ticker and automatically produces:
- DCF valuation with WACC calculation
- Comparable companies analysis benchmarked by revenue and industry
- LBO model with financing advice
Works for both public and private companies β just upload the 10-K.
π SKEW
A free NLP-based economic fact verifier. Paste a claim, SKEW runs statistical tests against source documents and tells you whether it holds up. Built so anyone can verify economic facts they see online β quickly and for free.
A comprehensive actuarial pricing engine for non-life insurance, deployed as a Streamlit app. Covers:
- 15+ discrete claim frequency distributions including Poisson, Negative Binomial, Zero-Inflated, Hurdle, Panjer class, and Poisson-Binomial (implemented from scratch)
- Continuous claim severity distributions including Lognormal, Gamma, Weibull, Pareto, and Burr
- Ruin theory calculations for solvency analysis
- Libraries: NumPy, SciPy, Streamlit
π Live app
Options pricing and risk management tool built as part of my Derivatives with Coding module (78%):
- Calibrated Black-Scholes implied volatility surface and SVI local volatility model
- Simulated 5,000 Monte Carlo paths
- Applied daily delta hedging strategy reducing 99% VaR by 55%
- Libraries: Pandas, NumPy, Scipy, Matplotlib
Two-stock portfolio optimiser applying Modern Portfolio Theory and Sharpe ratio maximisation.
π‘οΈ Life Insurance Policy Pricer
Actuarial pricing model for life insurance policies built in Python, applying mortality tables and discounting frameworks.
languages = ["Python", "R", "Stata"]
libraries = ["Pandas", "NumPy", "Scipy", "Statsmodels", "Matplotlib",
"Scikit-learn", "yfinance", "Beautiful Soup", "pdfplumber"]
finance = ["DCF", "LBO", "Comparable Companies Analysis", "Options Pricing",
"BSM", "SVI Local Vol", "Monte Carlo Simulation", "Delta Hedging",
"Claim Frequency Modelling", "Ruin Theory"]
tools = ["Excel", "PowerPoint", "Bloomberg Market Concepts Certificate",
"Streamlit"]
learning = ["Reinforcement Learning (UCL lectures)", "NLP", "Applied ML"]- πΌ LinkedIn
- π§ Robert_luke@outlook.com