I started with MATLAB and C++, exploring numerical methods and optimization — Gaussian elimination, finite difference, Simpson's rules, a partial simplex implementation — mostly to deepen my undergraduate mathematics. Then Python, and everything shifted toward applied work.

Since then I've built production systems in investment analytics: an AI-driven research platform ingesting NGX corporate disclosures via hybrid BM25/vector retrieval, a client portfolio reporting pipeline with AI-generated commentary, and various quantitative tools for fund analysis and fixed income. I'm a mathematics graduate with a long-standing interest in information theory, probability, and their intersection with financial markets.

I write on Medium about quantitative finance and capital markets data. My research interests are drifting steadily toward quant portfolio construction.