Rust Core Engineer at Qdrant | Part-time Lead Quant Engineer at a Swiss hedge fund startup
I’m a Rust-focused developer and researcher with a passion for combining high-performance systems programming with the theoretical depth of AI and financial mathematics. My background bridges applied software engineering and academic research, from building low-latency systems in Rust to working on advanced models in stochastic analysis.
Academically, my research focuses on fractional stochastic processes, rough path theory, and Malliavin calculus, with applications in financial modelling, stochastic simulation, and AI-driven quantitative methods. I’m especially interested in how these mathematical frameworks can be used to model complex market dynamics and generate realistic stochastic data for deep learning systems — ...but of course, all implementations somehow end up in Rust 🦀.
Whether it’s crafting performant Rust systems, designing scalable infrastructure, or exploring the mathematics behind market behaviour, I thrive at the intersection of theory and real-world impact.
