About#
Note
The views expressed here are my own and do not represent those of any current or former employer. Nothing on this site is investment advice.
Hi, I’m Sam Khalilian. I’m a quant building applications that manage valuation risk, and I spend much of my time writing Python and SQL to price and measure the risk of financial products. I write here about the maths, code and tools behind that work. You can also find me on:
About this site#
These are my notes on the topics I work with and want to understand more deeply:
Math: optimisation, probability and the maths behind the models.
Quant: markets, pricing, risk, valuation and interview preparation.
Code: Python, SQL and the tools I use day to day.
AI: models, tokens, context and working with AI coding tools.
Alongside the blog there are longer write-ups of projects, such as the Trade Engine. The site itself is built with Sphinx and ABlog; see Docs for how.
Contact#
Send me a message using the form below and I’ll get back to you by email.