I'm a Rust-focused developer and researcher with a passion for combining high-performance systems programming with the theoretical depth of AI and financial mathematics. My background bridges applied software engineering and academic research — from building web and mobile apps using React, GraphQL, and Google Cloud, to working on advanced models in stochastic analysis.

Academically, I specialize in Stochastic Processes, Malliavin Calculus, and Financial Modelling, with research focused on parameter estimation in Heston and rough Heston models, fractional Ornstein–Uhlenbeck processes, and the application of Stochastic Correlation Processes. I’ve also developed efficient techniques to generate fractional stochastic data for training deep neural networks.

Whether it's crafting low-latency systems in Rust, designing cloud-native backends, or exploring the mathematics behind market dynamics, I thrive at the intersection of theory and real-world impact.