I'm currently working on:
- Quantitative Research (Power Markets): Analyzing energy market dynamics and nodal pricing at Evergy using data-driven modeling.
- Quantum Portfolio Optimization: Implementing a Quadratic Unconstrained Binary Optimization (QUBO) model using QAOA to optimize risk-adjusted returns (Qiskit/Python).
- Leadership @ UMKC: Serving as President of the School of Science and Engineering (SSE) Student Council, representing 3,000+ students.
- Cloud Architecture: Maintaining a serverless PWA on Google Cloud Platform utilizing Docker, Cloud Run, and Cloud SQL.
I'm looking to collaborate on:
- High-performance computing (HPC) in C++, quantitative finance libraries, and open-source tools for energy market analysis or quantum simulation.
I'm looking for help with:
- Connecting with professionals in Quantitative Trading and Commodity Research. I am focused on the intersection of stochastic modeling and high-performance system design.
I'm currently learning:
- Energy Derivatives & Grid Economics: Understanding congestion modeling and SPP market mechanics.
- Advanced Quant Metrics: Volatility clustering, GARCH models, and expected shortfall.
- Cloud Engineering: Studying for the Google Associate Cloud Engineer certification to optimize model deployment.
Ask me about:
- Languages: Python (Pandas/NumPy/Scipy), C++, C#, SQL.
- Quantum & AI: Qiskit, QAOA implementation, and heuristic optimization.
- Platforms: GCP, Docker, PostgreSQL, and ASP.NET Core.
Fun fact: I am the Founder and President of the Billiards Club at UMKC. 🎱