Writing
Models, markets, risk, probability, optimisation, and engineering thinking—published in the form each idea earns.
Technological duration versus contractual duration in AI compute commitments
A quantitative investigation into what happens when long-lived AI compute commitments meet much shorter visibility into demand, pricing and technological leadership, and when that mismatch can create nonlinear downside.
A standard operating procedure for building, validating, and delivering quantitative models in finance.
A practical playbook of desk–quant conversations in power, gas, and hydro.
A reproducible study of anchored Kalman filtering for stabilising lifetime probability-of-default term structures under macroeconomic forecast uncertainty.
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