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Adeleye-Emmanuel/README.md

Hi, I'm Emmanuel Adeleye

Credit Derivatives (Bank of America) → Quantitative Risk & Rates MSc Financial Engineering, WorldQuant University | Python, QuantLib, SQL

I work in Credit Trade Control at Bank of America, supporting daily P&L and risk reconciliation across single-name CDS, indices, index options and tranches. Alongside that, I'm completing an MSc in Financial Engineering and building a quantitative research portfolio in Python — the projects in this repository.

The through-line is simple: take a real pricing, risk, or forecasting problem, build it from first principles, and validate it independently before trusting the output.

Background

BSc Petroleum Engineering (University of Ibadan), with a published paper on predictive modelling of reservoir gas properties (Asian Journal of Probability and Statistics, 2025) — first-principles statistical modelling applied to a different domain before this one.

Tech

Python · NumPy / SciPy / pandas / statsmodels / scikit-learn · QuantLib · TensorFlow / PyTorch · SQL . q/kdb+

Connect

Always glad to talk statistics, options, rates, credit derivatives, or quantitative modelling.

Pinned Loading

  1. gbp-sonia-curve-construction gbp-sonia-curve-construction Public

    Jupyter Notebook

  2. Pairs-Trading-Statistical-Arbitrage Pairs-Trading-Statistical-Arbitrage Public

    Jupyter Notebook

  3. Volatility-Forecasting-Using-Regime-Aware-LSTM-and-GARCH-Model Volatility-Forecasting-Using-Regime-Aware-LSTM-and-GARCH-Model Public

    Analyzes S&P 500 volatility through clustering, stationarity testing, and regime detection. Combines GARCH and LSTM models in a hybrid framework to forecast market risk, leveraging both economic in…

    Jupyter Notebook 2 1

  4. Context-Extraction-Modeling-Contextual-Sentiment-Analysis-Over-Time Context-Extraction-Modeling-Contextual-Sentiment-Analysis-Over-Time Public

    Built a context-aware sentiment analysis framework by combining Named Entity Recognition, GPT-3.5 summarization, and FinBERT classification. Extracted fine-grained sentiment tied to specific market…

    Jupyter Notebook 1

  5. Modular-Real-Time-Financial-News Modular-Real-Time-Financial-News Public

    Designed a modular pipeline that fetches real-time financial news from NewsAPI, Alpha Vantage, Reddit, and Bloomberg RSS feeds. Leveraged Cohere embeddings, FAISS indexing, and LLMs via LangChain t…

    Jupyter Notebook 1

  6. Volatility-Surface-Modeling-for-SPY-Options Volatility-Surface-Modeling-for-SPY-Options Public

    This project models the implied volatility surface of SPY options using both parametric (SVI) and non-parametric (machine learning) techniques. It preprocesses real market data, fits an arbitrage-f…

    Jupyter Notebook 1