About Me
Hi, I’m an applied computational scientist and PhD candidate at Wageningen University, working at the intersection of High-Performance Computing (HPC) and complex systems. I am also a researcher at Wageningen Economic Research and the lead software architect for Project HighLO, a pioneering collaboration with CERN.
My research focuses on designing scalable software architectures to process and simulate extreme-velocity data. By combining systems engineering, agent-based modeling, and high-performance computing, I resolve the infrastructural bottlenecks that traditional analytical tools face in high-frequency environments. As the lead developer of the MSA Lab, I apply these computational methodologies (including CERN’s exabyte-scale ROOT framework) to advance regulatory market surveillance.
My interdisciplinary work bridges computer science and financial economics, with recent publications appearing in Quantitative Finance, Journal of Physics: Conference Series, European Financial Management, and the Journal of Futures Markets.
Projects
Lead Software Architect
An ongoing collaboration between WUR and CERN to bring particle-physics data architectures to financial market surveillance. I engineered a hardware-optimized C++ financial engine capable of lock-free processing of streaming limit-order-book data at 10GB/s per thread. The resulting software, the MSA Lab, is actively deployed to detect complex market manipulation.
Declarative Domain-Specific Language (DSL) for time-series modeling
An early-stage proof-of-concept (PoC) for my ongoing research into scalable time-series modeling. This prototype bridges high-level equation parsing with JAX’s automatic differentiation and JIT compilation to optimize complex, custom econometric models. Currently in active development as a research prototype.