Python toolkit for quantitative finance

CISO Assistant is a one-stop-shop for GRC, covering Risk, AppSec and Audit Management and supporting +41 frameworks worldwide: NIST CSF, ISO 27001, SOC2, CIS, PCI DSS, NIS2, CMMC, PSPF, GDPR, HIPAA, Essential Eight, NYDFS-500, DORA, NIST AI RMF, 800-53, 800-171, CyFun, CJIS, AirCyber and so much more

Agile Threat Modeling Toolkit

Transparent and Efficient Financial Analysis

Open-source infrastructure and data orchestration platform for risk decisioning

Experiments using LLMs for whitepater analysis from the AI ML risk management perspective

A fixed income library for pricing bonds and bond futures, and derivatives such as IRS, cross-currency and FX swaps. Contains tools for full Curveset construction with market standard optimisers and automatic differention (AD) and risk sensitivity calculations including delta and cross-gamma.

Project as part of the course Introduction to risk modeling and management at the ETH Risk Center at ETH Zurich, held in spring 2024

CISO360.AI

High-Performance Automatic Differentiation for Python

CISO360.AI public website

Оптимизация долгосрочного портфеля акций

All of the papers reviewed by @kwoongbae, related to risk-management, insurance, and regulation.

Learn more about my skills, experience and goals within cybersecurity,

Jube is an open-source software designed for monitoring transactions and events. It offers a range of powerful features including real-time data wrangling, artificial intelligence, decision making, and case management. Jube's exceptional performance is particularly evident in its application to fraud prevention and abuse detection scenarios.

Risk-First Software Development

Инструмент аналитики инвестиционного портфеля

Project of analysis for credit card transactions, e.g. predictions of overdue risk, clustering of customer value. Real financial data and different machine learning methods applied.

Risk Management for Information Security

Marshal-EASM 攻击面管理系统-社区版