Market risk, derivatives and energy trading, in Python · London
I was a trading assistant on ENN's LNG derivatives desk and then did an MSc at the University of Edinburgh. My open-source work is mostly risk and pricing tooling of the kind a desk runs every day. Each project is built end to end, runs on synthetic or public data, and is tested.
| Project | What it does |
|---|---|
| derivatives-risk-engine | Daily market-risk batch for a multi-asset book: pricing, Greeks, full-revaluation VaR/ES, P&L explain, FRTB PLA and SA capital, loaded into Atoti cubes |
| otc-valuation-desk | Independent price verification for GBP/USD rates and FX: OIS curves, own pricers checked against QuantLib, dealer-mark attribution |
| creditlab | Corporate credit risk from SEC EDGAR filings: PD scorecard, ML and Merton models, portfolio loss, IFRS 9 ECL, Streamlit dashboard |
| Project | What it does |
|---|---|
| energy-forecasting-to-dispatch | Day-ahead price and probabilistic load forecasting fed into battery bidding, to measure what a better forecast is actually worth |
| power-fundamentals | Solar and wind capture rates, negative prices, merit order and clean spark spreads for DE, ES and FR (2023–2026) |
| Project | What it does |
|---|---|
| claude-skills | Custom Claude Code skills: Typst documents, image generation, web image search, mind maps |
| qk-plot | One plotting theme across matplotlib, seaborn, plotnine and cetz-plot, on the Tailwind palette |
| typst-component-library | Typst component library: callouts, design tokens, theming and document presets |
