Innovative Quantitative Finance professional holding a master's degree, equipped with robust analytical and abstract reasoning skills, and open to global relocation. Skilled in developing Python-based libraries for pricing derivatives, with expertise in swaps, caps/floors, and FX forwards, as well as adept at constructing time-series models to derive crucial parameters for derivatives pricing models. Demonstrates a high level of proficiency in presenting complex ideas with clarity and intuition. A confident and effective interpersonal communicator, poised to excel under pressure and adapt seamlessly to diverse work contexts. Aspiring to secure a position in Quantitative Finance within an asset management firm, driven by a keen interest in contributing to a dynamic trading environment and advancing both knowledge and professional development