I will build quantitative risk models and monte carlo simulations

Get banking-grade quantitative models from an MSc Physicist & Risk Expert.

Are you looking for mathematically sound risk models that go beyond simple spreadsheets? I am a Quantitative Risk Analyst with experience at the Croatian National Bank and Deloitte Risk Advisory. I specialize in building robust models that quantify uncertainty and drive data-driven decisions.

What I can build for you:

• Monte Carlo Simulations: Project future outcomes using stochastic processes.
• Credit Risk Modeling: PD, LGD, and EAD estimation (IFRS 9 / Basel III standards).
• Market Risk: Value at Risk (VaR), Expected Shortfall, and Volatility modeling.
• Stress Testing: Scenario analysis for portfolios under extreme conditions.
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Why choose me? Unlike general data scientists, I understand the underlying financial theory and stochastic calculus. My models are banking-grade, scalable, and built in Python or R for maximum performance.

What you get:

1. Clean, documented Python/R source code.
2. Professional PDF report with visualizations.
3. Absolute confidentiality (NDA ready).
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Please message me to discuss your project before ordering.