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Oussama M.
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Oussama M.

Quantitative Analyst | Financial Modeling, Backtesting & Python

Quant profiles on Upwork usually split into two types: researchers who can't ship production code, or developers who don't actually understand the finance behind what they're building. I sit at the intersection of both, with formal actuarial training on top, so the risk and statistical rigor isn't improvised. πŸŽ“ My work covers financial modeling, systematic strategy research, and backtesting infrastructure, with derivatives analytics as a specialty, not the whole story. I've built pricing engines, volatility models, and analytics platforms that hold up against real market data under real conditions. I don't just prototype, I build things that run. πŸ› οΈ Recent projects that show the kind of work I do: πŸ“Š Built a live real-time Greeks and IV-surface dashboard for options analysis, computing delta, gamma, vega, and theta in real time, and fitting the implied volatility smile across strikes and expiries. πŸ“ˆ Backtested a portfolio of SPX options selling strategies with realistic transaction costs, proper fill modeling, and full attribution of win rates, drawdown, and risk-adjusted returns across market regimes. πŸ”Ž Reverse-engineered a portfolio of systematic strategies from raw historical trade records into explicit, testable rules and quantified risk parameters. On the technical side: financial modeling and valuation, options pricing (Black-Scholes, binomial), full Greeks and IV surface work, event-driven and vectorized backtesting with walk-forward validation, GARCH and stochastic volatility models, time-series econometrics, and market data pipeline/API integration (broker APIs, FRED). 🐍 Stack: Python (pandas, numpy, scipy, QuantLib), plus R, Julia, and SQL depending on the project. 🌍 I'm trilingual in English, French, and Arabic, so I can work directly with MENA and Francophone institutions without translation overhead. If your project needs someone who understands the financial theory behind the code, not just someone to run scripts, send me a short scope description. I reply within a few hours and offer a free 30-minute scoping call for any project over $500.

πŸ‡²πŸ‡¦Rabat, Morocco$40/hr100% JSS5.00 (3)Since Mar 2021

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