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X-RL9/README.md

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.


πŸ› οΈ Projects

πŸ“Š 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.


πŸ” 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

πŸ”— 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.


Actuarial pricing model for life insurance policies built in Python, applying mortality tables and discounting frameworks.


🧠 Skills

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"]

πŸ“¬ Get in Touch


Pinned Loading

  1. Derivatives-Tradebook-Management-with-Programming-Coursework Derivatives-Tradebook-Management-with-Programming-Coursework Public

    Individual coursework completed for 3rd year module at university of 'MANG3117: Derivatives Tradebook Management with Programming', achieved 84% for report and code.

    Python

  2. Efficient-Portfolio-Calculator Efficient-Portfolio-Calculator Public

    Inspired by Modern Portfolio Theory, I created this calculator in python to find two stocks with the lowest correlation in a universe of stocks and then finding the optimal weighting to yield the h…

    Python