Master of Quantitative Finance · University of Technology Sydney
Finance professional turned quant — 7+ years in accounting and client advisory, now building expertise in derivatives pricing, risk modelling, and data-driven finance. Open to quant internships and graduate roles in Sydney.
| Derivatives & pricing | Black-Scholes, Monte Carlo simulation, option pricing, GBM, stochastic processes |
| Risk Management & Modelling | Value at Risk (VaR), Expected Shortfall (CVaR), copula models, stress testing, tail risk, scenario analysis |
| Fixed Income Analytics | Yield curve bootstrapping, zero‑coupon curves, bond valuation, duration & convexity, liability hedging |
| Portfolio construction | Mean–variance optimisation, efficient frontier, factor models, portfolio risk attribution |
| Quantitative Trading & Strategies | Backtesting, dynamic hedging, time series, risk‑adjusted performance evaluation |
Before MQF, I spent 7 years as an accountant and assistant manager at Bongiorno & Partners — preparing financial statements, building cash flow models, and advising clients on tax and lending strategy. That experience taught me to think carefully about what models are actually measuring, not just how to implement them. Now I'm combining that foundation with quantitative methods, stochastic processes, and programming to move into a more analytical role.
