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.