i'm a fintech software engineer and quant dev currently finishing up my msc in financial technology at warwick business school. i'm mostly interested in building high-throughput backend systems, digging into financial data, and playing with applied ai.

i'm actively looking for grad roles (backend, data, or quant dev) starting early 2027.

• stockwaves v2: building an async market data platform that processes 100k+ ticks/sec using fastapi, polars, and websocket broadcasting.
• regulatory rag: putting together a hybrid-retrieval pipeline for querying uk sustainability regs. i built out a custom llm-as-judge testing harness to actually measure if it works instead of just guessing.
• market concentration & portfolio efficiency: some quant research backtesting fama-french and ccc-garch models across equities. i ended up rewriting the stats inference directly in numpy to cut out scipy and speed things up.
• universal notebook mcp server: building an open-source model context protocol server that hooks up ai coding assistants directly to a developer's live jupyter kernel, solving the shared-state problem.
• sravn: built the backend for an institute-wide hall booking platform used by 400+ students. solved a fun double-booking race condition under concurrent load by implementing row-level locking (select_for_update) directly in the django orm.

• languages: python, c++, go, sql, bash, javascript
• backend & tools: fastapi, django, postgresql, docker, gcp, aws
• quant & ai: numpy, pandas, statsmodels, langchain, huggingface, chromadb

• linkedin: linkedin.com/in/atharvamor3
• location: coventry / london, uk