Where Capital Markets Intelligence Meets Technical Execution
In an era of shifting global alliances and "black swan" events, data is often plentiful but insight is rare. I bridge the gap between macroeconomic risk and reproducible data science.
In an era of shifting global alliances and "black swan" events, data is often plentiful but insight is rare. I bridge the gap between macroeconomic risk and reproducible data science.
Whether you are timing a market exit or building a "single source of truth" for your SMB, I provide the analytical rigor of a financier with the shipping speed of a developer.
Quantifying how geopolitical uncertainty reshapes the IPO window.
I help investors and founders move beyond "gut feeling" to understand how global tensions actually impact liquidity events. My research provides a data-driven playbook for timing exits and setting realistic valuation expectations in volatile regimes.
I conducted a comprehensive study of 1,660 US IPOs between 2000 and 2024, merging firm-level data with the Caldara–Iacoviello Geopolitical Risk Perception (GPRD) index.
High geopolitical risk doesn't just "lower prices"—it fundamentally changes who goes public. My analysis reveals that the share of VC-backed IPOs drops by 10.5 percentage points as you move from the lowest to the highest risk quartile.
Ending "spreadsheet chaos" with robust SQL and Python pipelines.
Analytics is useless if it lives in a broken Excel file. I build durable data infrastructure that allows leadership to run complex models at the click of a button.
My workflow is anchored in formal credentials, including the DataCamp Associate Data Analyst in SQL (39h) and academic coursework in "MySQL in Action".
I don't just "provide a number." I deliver version-controlled, automated pipelines using Python (pandas) for cleaning messy multi-file datasets and SQL for query optimization.
Moving beyond "Generic Data Science" to defensible statistical models.
I translate complex business questions into robust models that withstand executive scrutiny. I don't just look for correlations. I test for mechanisms using the same rigor found in institutional finance.
My approach utilizes OLS, Instrumental Variable (IV) estimation (using a Political Stability Index), and Fixed Effects models to isolate true drivers from market noise.
I implement temporal controls for "hot market" years and industry-specific interaction terms to ensure results are statistically defensible.
United Kingdom
Taiwan
Financial Districts
Global Reach
I bring a unique blend of international experience with work and study projects across Finland, UK, Taiwan and Denmark paired with technical versatility. Having served as a Business Development Representative in the UK, I understand the pressure of the bottom line.
I don't just build models. I build tools that help you win.
Ready to transform your data into actionable intelligence? Get in touch to discuss how I can help your organization.
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