Projects
Work samples intended for hiring managers and interviewers. Each page is a case study: mandate, process, outcomes, and the skills demonstrated.
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Energy trading · Derivatives & optimisationLNG SPA Real-Option Valuation A Monte Carlo valuation of a 20-year US Gulf Coast FOB LNG contract from a publicly filed SEC exhibit finds $597m of extrinsic value — 43% of the full mark — in destination and cancellation flex that a static NPV misses. A mixed-integer cargo-scheduling model with shadow prices and an out-of-sample-validated freight model complete the chain from valuation to lifting decisions. Asset management · Quantitative equityGlobal Equity Portfolio Construction Constructed and risk-managed a GBP 10 million long-only global equity portfolio against the MSCI World benchmark. Multi-factor stock selection, a constrained optimizer, and four Value-at-Risk (VaR — the largest loss expected over a set period, at a given confidence level) methodologies deliver institutional-grade risk reporting. Equity research · ValuationCisco Systems Equity Valuation (CSCO) A full valuation of Cisco Systems concludes the stock is materially overvalued — intrinsic value of $48.56 a share against a market price of about $120. Built from a bottom-up free-cash-flow-to-firm (FCFF) discounted cash flow model, peer multiples, a reverse DCF, and a 50,000-trial Monte Carlo simulation, with a formula-driven Excel audit workbook. Systematic quant · FinTechWorldQuant BRAIN Alpha Research Reached Gold tier in the WorldQuant BRAIN Challenge with a ten-strategy ACTIVE book spanning quality, analyst, cash-flow, and options signals — best Sharpe ratio 2.91. A repeatable mining pipeline screens every candidate alpha for risk, turnover, and correlation to existing strategies before submission. ESG research · Empirical financeBoard Gender Diversity and Corporate ESG Across 2,270 US firms, greater board gender diversity is robustly associated with stronger environmental and social performance — governance-index composites, by contrast, show a mechanical inflation effect that isn't a real signal. A California-law quasi-experiment then tests, and does not find, a causal link. Data storytelling · Labour marketUK Finance Pay — Premium & Who Captures It An illustrative data-storytelling exercise on UK finance pay: real (inflation-adjusted) pay has quietly eroded since 2019, and the sector's premium is captured very unevenly by gender and region. Schematic figures track published ONS series (ASHE, GPG, RTI, CPIH) without claiming point-estimate precision.