About
Engineer passionate about Quantitative Finance and ML. Studied at Linköping University while also spending a semester on exchange at Hanyang University in Seoul, South Korea.
At Kommuninvest, I build the data infrastructure behind credit-risk reporting. This includes dbt models, pipelines, and workflows that turn raw data into financial reports. Outside of work I enjoy football, the gym, and exploring the world.
Skills
Languages
PythonJavaJavaScriptTypeScriptSQLRC# (.NET)MATLABHTMLCSSVBA
Data & ML
dbtAirflowPyTorchTransformersTime Series
Agentic AI
Cloud
Deep Learning
Financial Engineering
Portfolio ManagementDerivativesCredit RiskFinancial ModelingStochastic CalculusMonte Carlo Simulation
Experience
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- Translate financial requirements into a structured dataset by creating dbt models, then automated a Python workflow on top to generate credit-risk reports, a key deliverable for the Swedish Agency of Statistics (SCB).
- Engineering and deploying the solutions on Microsoft Azure, integrating it into a web platform with JavaScript and HTML. Presenting solutions and recommendations expected to reach 35+ employees.
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- Identified, collected, and analyzed data by interviewing coworkers and reviewing large databases to assess procurement-department performance.
- Used Excel and Power BI to visualize results, demonstrating the ability to interpret data and conduct thorough analysis.
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- Taught 15 students weekly in Linear Algebra, lowered the final-exam failing rate from 33% to 25%.
- Created and graded written exams for 200+ students in Economic Analysis, sharpening creativity and attention to detail.
Projects
A selection from github.com/ErikssonWilliam · Financial Engineering & ML.
Finetuned Open-CLIP
Semi-supervised fine-tuning of OpenAI CLIP with Vision Transformers. Uses image-to-text and text-to-image retrieval over Google Earth photos.
PythonPyTorchVision TransformersContrastive Learning
ReturnoScope Terminal
Portfolio-management and risk-analysis terminal for investors and analysts. Track performance, analyze risk, forecast returns.
TypeScriptFinanceRisk Metrics
Algorithmic Trading
Combines Machine Learning with quant strategies, including Monte Carlo simulation of stock portfolios.
PythonMLMonte CarloQuant
Financial Risk Management
Volatility modeling with GARCH, EWMA, and EqWMA. Market-risk management using CVaR, EVT, risk factors, and Monte Carlo Simulation.
MATLABGARCHCVaREVT
Portfolio Management
Mean-variance optimization, PCA of the yield curve (shift / twist / butterfly), and currency / market hedging with futures and forwards.
MATLABOptimizationPCAHedging
Financial Instruments Valuation
Exotic options via binomial trees and Black-Scholes-Merton; bond and interest-rate-swap pricing with bootstrapping, modified duration, and convexity.
MATLABBlack-ScholesOptionsBonds
Activities & Leadership
Head of Development
Lead team of five students to develop and facilitate interactive events to grow student interest in AI and Machine Learning.
Corporate Contact
Established and maintained sponsorships for the organization, partnering with 10% of the companies contacted.
Education
- Master specializations in Machine Learning and Financial Engineering with a technical minor in Computer Science.
- GPA 4.6 / 5.0.
- Awarded one of three exchange spots from Linköping University.
- GPA 92.5 / 100.
- Recipient of three academic scholarships (Dr. Erik Johnsson Stipendiefond, Adolf Lindgrens Stipendiefond, Kamrathjälpsfonden), totaling over 55,000 SEK.
Contact
Open to discuss quantitative finance, data engineering, and applied ML. Don't hessitate to reach out via email, connect on LinkedIn or checkout my GitHub!