MEng Aerospace Engineering (2026) · Sheffield, UK · Open to trading, quant, and markets roles
- Backtesting & execution engines — high-speed strategy simulation in Python and C++
- L3 order book data pipelines — tick-level ingestion and aggregation from institutional data feeds
- Energy derivatives pricing — PPA structures including CfDs, market-indexed, and virtual/synthetic contracts
- Prediction market algorithms — probabilistic edge models and automated execution on Polymarket
- Market screeners — C++ powered instrument screeners leveraging Dukascopy tick data
| Project | Description |
|---|---|
| SSBT | High-performance backtesting engine — strategy, position, and risk modules |
| L3 Ingestion | Real-time order book data pipeline with tick-level and aggregated interval support |
| OpenPPA | Comprehensive PPA pricing tool — CfD, market-indexed, shape-priced, and synthetic structures |
| Polymarket Bot | Automated prediction market trading with copy-trading and scalping strategies |
| MFT/LFT Algorithms | Medium and low-frequency trading strategy research and live deployment |
Previously consulted for Monarch AG on energy market analysis and PPA pricing mechanisms. Experienced in backtesting frameworks, market data engineering (Polars, DuckDB, Parquet), and building trading infrastructure from scratch.
All opinions are my own.