JP P.

About

Quantitative modeler and Financial Mathematics graduate with a strong foundation in financial modeling, quantitative analysis, and systematic trading. Experienced in DCF valuation, cash-flow forecasting, scenario analysis, and Excel-based financial modeling, alongside Python/SQL-driven time-series modeling, Monte Carlo simulation, risk attribution, volatility forecasting, and portfolio optimization. Built production-grade data pipelines, backtesting frameworks, and risk models for equities and derivatives with robust out-of-sample performance.