Linear Algebra Developer in Royal Leamington Spa, United Kingdom

As part of my time in academia, I published several papers on the passivity of a linear system. Using this knowledge, I was then able to develop an end-to-end algorithm for system identification and netlist synthesis based on S-parameters via inverse Fourier transformation while working for CST AG.

As part of my role as a quantitative developer at Oxford Asset Management, I completely overhauled the company's system to estimate market betas for most stocks worldwide, which is used widely throughout the fund. As part of this machine learning project, I researched various methodologies (including hyperparameter tuning) and evaluated their fitness with respect to a wide range of metrics. Finally, I was also able to seamlessly deploy the new system into production.

As part of my free time, I've worked on an open-source project for numerical mathematics (in particular, numerical linear algebra) in C++. My hope is that at some point this could be used to do first-class machine learning research in the strongly-typed language like C++. This is an experimental project that targets C++20 or later and has various auxiliary components to it that I think are essential for successful machine learning (logging, progress information, SIMD, and multithreading).