>abrar2030

Abrar Ahmed

Quantitative Researcher & Engineer

ML for Finance · MSc Financial Engineering (WQU) · Python, C++

Budapest Metropolitan Area · Founder, QuantSingularity (2025)

Open to quantitative finance, financial engineering & ML-in-finance roles

visitor@abrar2030: ~
01

profile.py

profile.py
class AbrarAhmed:
    # Quantitative Researcher & Engineer
    role       = "Quantitative Researcher & Engineer"
    education  = "MSc Financial Engineering, WorldQuant University"
    location   = "Budapest Metropolitan Area"
    founder_of = "QuantSingularity"  # founded 2025, github.com/quantsingularity

    research_focus = [
        "volatility forecasting",
        "market microstructure",
        "deep reinforcement learning for portfolio optimization",
    ]

    publications = {
        "count": 4,
        "type": "preprint papers, each with a full Python implementation",
        "hosts": ["ResearchGate", "Zenodo", "SSRN"],
    }

    stack = ["Python", "C++", "R", "Java", "Bash"]

    languages_spoken = ["English (fluent)", "Hungarian (elementary)"]

    def about(self):
        return (
            "I build both the research and the system that runs "
            "it: explainable, production-ready AI for financial "
            "markets."
        )

    def status(self):
        return "open to quant finance, financial engineering & ML-in-finance roles"
02

skills.json

Languages
Python C++ R Java Bash
Quantitative Finance & Financial Engineering
Stochastic Calculus Numerical Methods Econometrics Portfolio Optimization Black-Litterman Risk Parity Monte Carlo Simulation Options Pricing (Black-Scholes, Binomial, Heston) Value-at-Risk & CVaR GARCH & Stochastic Volatility Factor Models (Fama-French) Fixed Income & Yield Curves Market Microstructure
Machine Learning & Quant Research
Time Series Modeling Walk-Forward Backtesting SHAP & Explainable AI Reinforcement Learning (PPO, DDPG, SAC, QR-DDPG) Deep Learning (LSTM, Transformers) Graph Neural Networks Feature Engineering
ML Frameworks
PyTorch TensorFlow scikit-learn XGBoost LightGBM
Web & API Frameworks
FastAPI Django Flask React
Cloud & Infrastructure
AWS GCP Azure Docker Kubernetes
Engineering & Tooling
Git CMake GitHub Actions Linux PostgreSQL MongoDB LaTeX MATLAB MLflow
03

experience.md

Founder & Lead Researcher · QuantSingularity
Apr 2025 – Present
  • > Founded QuantSingularity, an independent research and engineering lab with an open-source portfolio of 70+ repositories spanning trading systems, DeFi infrastructure, multi-agent AI frameworks, and ML research pipelines.
  • > Published four research papers on ResearchGate, Zenodo, and SSRN.
  • > Built AlphaMind, an institutional-grade quantitative AI trading system integrating signal generation, risk modeling, and execution in Python.
  • > Developed QuantLOB, a high-performance limit order book implementation in C++ for microsecond-level market microstructure research.
  • > Implemented reproducible ML pipelines using walk-forward validation, fixed seeds, SHAP explainability, and regulatory-grade logging across all research projects.
  • > Produced a Jupyter notebook series covering stochastic volatility, exotic options pricing (Heston, LSMC, barrier), hidden Markov regime switching, and cointegration analysis.
Lab Instructor · Eötvös Loránd University
Feb 2025 – May 2025 · Budapest, Hungary · On-site
  • > Supported students in Python, Operating Systems, and Algorithms & Data Structures, helping with concepts and debugging.
  • > Independently conducted tutorials, reviewed assignments, and facilitated discussions as the primary instructor for lab sessions.
  • > Collaborated with faculty to design lab exercises and practice problems tailored to course objectives and student needs.
  • > Delivered technical explanations to students with varying skill levels, strengthening the ability to communicate complex concepts clearly and concisely.
Student Developer · Ericsson
Aug 2023 – Oct 2024 · Budapest, Hungary · On-site
  • > Developed and maintained Python and Django applications as part of Ericsson's 5G intelligent automation platform.
  • > Built and delivered backend features using Python and Django within an agile, production-grade engineering team.
  • > Contributed to DevOps workflows including CI/CD pipelines, deployment automation, and release management.
  • > Collaborated with cross-functional engineering teams to ship reliable, well-tested software across development cycles.
  • > Wrote and reviewed code to production standards, maintaining quality and consistency throughout the development lifecycle.
04

education.md

05

certifications.md

06

projects/

QuantumAlpha
AI-driven hedge fund platform: RL/ML alpha models, risk and execution microservices, React and React Native clients.
PythonReinforcement LearningMicroservices
Fluxion
ZK-powered synthetic asset liquidity engine with a real Circom/Groth16 circuit and Chainlink CCIP cross-chain routing.
PythonSolidityZero-Knowledge
ChainFinity
Cross-chain DeFi risk management platform: FastAPI backend, Solidity contracts, TensorFlow/LSTM volatility forecasting.
FastAPISolidityLSTM
AADXVA
Header-only C++20 adjoint algorithmic differentiation engine for equity XVA (CVA/DVA/FVA/MVA) and wrong-way risk.
C++20Adjoint ADpybind11
QuantLab
Multi-agent AI framework automating quant research end to end, from hypothesis generation to leakage-aware backtesting.
Multi-Agent AIResearchPython
GE-LSTM-Attn
Multi-task model jointly forecasting volatility, VaR, and systemic contagion over a dynamic correlation graph.
Graph AttentionLSTMSystemic Risk
QuantLOB
High-performance limit order book simulator with price-time priority matching and sub-millisecond latency profiling; market microstructure analytics with LOBSTER data replay.
C++20PythonCMake
AlphaMind
Quantitative trading platform integrating forecasting, portfolio optimization, risk management, and execution, with RL models for signal discovery and cloud-native microservices.
FastAPIReactPyTorch
HFT Spoofing Detection
Transformer-Encoder and Hawkes-process graph model for detecting algorithmic spoofing in high-frequency limit order book data, with adversarial robustness testing.
PyTorchTransformersGNN
XAI Volatility Forecasting
Hybrid LSTM-Attention model jointly forecasting volatility and VaR, with SHAP-based explainability and a full MLOps deployment stack.
LSTMSHAPMLflow
Quantum CBDC Optimization
Variational Quantum Circuit combined with Soft Actor-Critic RL to optimize liquidity management in CBDC systems, benchmarked against classical baselines.
PennyLaneSACQuantum ML
DRL Portfolio Optimization
Comparative study of PPO, QR-DDPG, DDPG, and SAC for continuous portfolio optimization across 25 assets, with transaction-cost and market-regime analysis.
PPOQR-DDPGSAC
07

research.md

Reinforcement Learning for Risk-Aware Portfolio Optimization2025
Risk-aware MDP with maximum-drawdown penalty and transaction-aware slippage. PPO reached Sharpe 2.15; QR-DDPG minimized tail risk (CVaR −1.5%), validated via ANOVA and Tukey HSD across 10 seeds.
High-Frequency Market Microstructure Analysis for Detecting Algorithmic Spoofing2026
Transformer-Encoder Network for Level-3 limit order book sequences. F1 0.941 on simulated data, with transfer learning on LOBSTER and FI-2010 and attention-based explainability for MiFID II / MAR.
Explainable Deep Learning for Volatility Forecasting using LSTM, Attention, and SHAP2026
Forecasts realized volatility and 99% VaR across a multi-asset portfolio (2018-2024). 28.6% RMSE reduction vs GARCH(1,1); VaR violation rate 1.05% (Kupiec and Christoffersen accepted), Basel Green Zone.
Quantum-Enhanced Deep Reinforcement Learning for CBDC Liquidity Management2025
QSAC architecture embedding Variational Quantum Circuits in the critic for high-dimensional liquidity control. 8.1% reduction in funding costs with zero LCR breaches out-of-sample.

4 preprint papers published on ResearchGate, Zenodo, and SSRN, each accompanied by a full Python implementation.

ssrn Profile ↗
researchgate Profile ↗
google scholar Profile ↗
08

contact.txt

linkedin linkedin.com/in/abrar2030 ↗
credly credly.com/users/abrar-ahmed ↗
google cloud cloudskillsboost.google ↗
hackerrank hackerrank.com/abrar2030 ↗