Hi, I'm Soroush Javidi, welcome to my website!
I'm interested in data, signal processing, finance, machine learning, algorithms and the intersection of these.
I graduated with a PhD from Imperial College, where I was designing several classes of both supervised and unsupervised learning algorithms for brain-computer interfacing and renewable energy problems. My research was Awarded the Eryl Cadwaladr Davies Prize for best doctoral thesis of 2010-2011. A list of my academic publications is available on Google Scholar.
I am now working as a quantitative developer, creating and supporting tactical tools for risk and P&L management. I work with a variety of instruments: bonds, futures, interest rate swaps, FX swaps, FX options and exotic products. My tools of trade are Python, VBA, C# and SQL.
I also like running, brewing good coffee (yes, I'm one of those people!), design and serendipitous music discovery.
You can find me on LinkedIn and also see what I've been building on GitHub, or, be old-school and send me an email on
< my name dot surname at this domain >.