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:electron:
Devs gonna dev.
:electron:
Devs gonna dev.
3 followers · 2 following

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Achievement: YOLOAchievement: QuickdrawAchievement: Pull Shark

Achievements

Achievement: YOLOAchievement: QuickdrawAchievement: Pull Shark

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alexmgl/README.md

About Me

Data Scientist and Developer (Quantitative Risk) with expertise in Python, portfolio optimisation, and risk modeling. I also have a solid working knowledge of C++, Rust, and JavaScript. My background spans quantitative modeling, machine learning, and web development using Flask. In my current role as Lead Data Scientist within the Strategy & Planning Directorate at the Emirates Water and Electicity Company (EWEC) in Abu Dhabi, my primary responsibilities are DevOps, model development, power and water forecasting, and planning.

  • 🔭 Adacemic Focus: I’m in the process of completing my Master's degree in Artificial Intelligence at the University of Bath, focusing on how Deep Reinforcement Learning can enhance Hedge Optimisation in Gas Storage (derivative) portfolios. Due to complete June 2025.
  • 🌱 Learning: I’m working on enhancing my proficiency in C++ and Rust to further optimise performance-critical code. I'm also building WebApps (hosted on Azure) designed to support stakeholders in asset procurement and land optimisation.
  • 💬 Ask Me About: Data analysis, machine learning, quantitative finance, and linear programming.

Technical Skills

Languages

Python Expert C++ Working Knowledge Rust Working Knowledge

Data Science

NumPy Pandas scikit-learn TensorFlow PyTorch SciPy Matplotlib Plotly

Web Development

Flask HTML5 CSS3 JavaScript

Tools and Platforms

Jupyter Git Docker Kubernetes

Quant Finance

Statistical Modeling Risk Management Energy Trading Portfolio Optimization

Public Projects

  • 1️⃣ Nordpool Client: A Python client for fetching, processing, and analyzing Nordpool data.
  • 2️⃣ euro_gas_power: A lightweight tool for retrieving fundamental European gas and power data from various APIs, including National Gas and Gas Infrastructure Europe (GIE).
  • 3️⃣ Enigma: A Python implementation of the German Enigma Machine from World War II, complete with simulations of rotors, plugboards, and reflectors, plus code-breaking routines.
  • 4️⃣ DLX Solver: An implementation of Knuth's Dancing Links (DLX) algorithm to efficiently solve 9x9 Sudoku puzzles by transforming them into exact cover problems.
  • 5️⃣ Six Nations Solver: A mixed-integer linear programming (MILP) tool designed to optimize team selection for the fantasy Six Nations Championship.

Private Projects (Power and Gas)

  • 1️⃣Deep Hedge: A suite of hedge optimisation tools developed as part of my Master's thesis.
  • 2️⃣ Power Scalers: Tools for shaping block power contracts to hourly or half hourly granularity based on (live or historic) market data and actual demand.
  • 3️⃣ Gas Structured Products: Tools that streamline the pricing and optimisation of gas tolling and storage contracts/portfolios.

Let's Connect

LinkedIn

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  1. nordpool_client nordpool_client Public

    A python client to fetch, process, and analyse Nordpool data.

    Python

  2. euro_gas_power euro_gas_power Public

    A lightweight tool for retrieving fundamental European gas and power data from various APIs, including: National Gas, Gas Infrastructure Europe (GIE) and others.

    Python

  3. dlx_solver dlx_solver Public

    This repository implements Knuth's Dancing Links (DLX) algorithm to efficiently solve 9x9 Sudoku puzzles by transforming them into exact cover problems.

    Python

  4. enigma enigma Public

    Enigma is a Python implementation of the German Enigma Machine used during World War II. It simulates core features like rotors, plugboards, and reflectors, and includes routines for code breaking.

    Python