I help organisations make better financial decisions through quantitative modelling, machine learning, and intelligent data systems — from credit risk and fraud detection to macro forecasting and revenue optimisation.
Handles Nigeria's 2025 Tax Act changes — CIT bands, Development Levy, reformed WHT rates, and phased cuts through 2027. Enter your numbers, get a full liability breakdown across CIT, Dev Levy, VAT, and WHT.
(2025)
Monte Carlo simulation and CVaR modeling for portfolio stress testing. Quantifies tail risk across asset classes under multiple market scenarios.
Isolation Forest and autoencoder models detecting anomalous financial transactions. Real-time outlier scoring with adaptive threshold tuning and alert pipelines.
Full-stack quant terminal with live data feeds, multi-timeframe charting, Monte Carlo price simulation, parametric VaR, anomaly detection, and real-time order management.
(2024)
Customer lifetime value and churn prediction for financial services. XGBoost model with risk scoring and actionable retention triggers.
Pricing strategy and discount impact analysis on profitability. Price elasticity optimisation, scenario modelling, and sensitivity matrix built for executive decision-making.
FinBERT NLP pipeline classifying financial news headlines. Real-time BULLISH/BEARISH/NEUTRAL signal generation with per-headline confidence scoring and aggregate sentiment gauge.
Analysis of yield curves, default risk, and debt sustainability across emerging market economies using IMF and World Bank datasets.
Automated financial leak detection and multi-account reconciliation system. Designed for organizational auditing with exception reporting.
Executive financial dashboard with variance decomposition, anomaly detection, and period-over-period analysis for management reporting.
Interpretable ML credit scoring model for microfinance lending. Delivers feature-level risk factor analysis with regulatory-ready documentation.
Models Nigeria's debt-to-GDP trajectory under user-defined growth and interest rate scenarios. IMF-style DSA framework with interactive sliders and fan-chart projections.
ARIMA and Prophet models trained on NBS CPI data producing 3, 6, and 12-month inflation forecasts with confidence intervals on an interactive dashboard.
Nelson-Siegel model fitted to FGN bond data that plots the live yield curve, flags inversions, and highlights carry trade opportunities across the maturity spectrum.
LSTM and XGBoost models trained on CBN FX data to forecast the naira-dollar exchange rate range, surface key macro drivers, and detect regime shifts.
Upload a financial statement and receive automated variance analysis, key ratios, anomaly flags, and a plain-English diagnostic summary. FP&A intelligence for Nigerian businesses.
Black-Scholes and Heston stochastic-volatility pricing with full Greeks, Brent implied-vol solver, and a vol-surface builder with butterfly and calendar arbitrage diagnostics.
(2026)
Vectorised multi-strategy backtester (momentum, mean-reversion, vol-targeted carry, Engle-Granger pairs) with walk-forward Sharpe stability, regime decomposition, transaction costs, and slippage.
Mean-Variance, Black-Litterman with views, and Hierarchical Risk Parity allocators with factor tilts (value, momentum, quality, low-vol), efficient frontier sweep, and a rebalancing simulator.
RAG analyst over NSE and SEC filings producing citation-backed investment memos with two-stage DCF and peer-comp valuation triangulation.