Currently studying for an MSc in Artificial Intelligence at the University of Bristol. I'm passionate about quantitative finance and AI, and I build systems that learn from data, including an automated trading strategy that beat its market benchmark 2.85ร.
I'm currently doing a Master's in Artificial Intelligence at the University of Bristol. My interests lie in quantitative finance and AI, and especially where the two meet: using machine learning to find signals in markets.
Before that, I graduated from the University of Bristol with an MEng in Electrical & Electronic Engineering, including a year at Intel R&D working on FPGA cloud network accelerators.
Since 2024 I've co-founded a systematic trading project in Cairo, where I research signals, build predictive models and run them through an automated pipeline. I'm also studying a Master's in Financial Engineering at WorldQuant University.
I like hard problems, whether that's a noisy market, a stuck ball in a maze or a scrambled Rubik's cube. I also won the Intel PSG UK chess tournament.
Click a field to see the projects behind it.
Finding signals in market data, building models around them, and testing them properly before trusting them with money.
See quant work โDeep learning, computer vision and algorithms, from detecting fruit in real time to studying why neural networks overfit.
See AI work โFPGA and chip design, signal processing, robotics and electric motor design. This is where I learned to build things that work.
See engineering work โA short overview of each one. Click a card for highlights, videos and visuals.
What I'm working on right now.
Building regime-aware models that adapt to bull and bear markets, and exploring reinforcement learning and game theory so the strategy can scale to fund-sized capital.
How network size, early stopping and weight decay affect underfitting and overfitting, plus an independent investigation of my own.
Designing a secure, scalable cloud architecture for an AI photo-to-recipe app, and adding auto-scaling to a distributed data-processing app (EC2, S3, SQS, DynamoDB).
WorldQuant University, part-time: econometrics, derivative pricing, stochastic modelling, and alternative data such as news and satellite data.
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Modules include Statistical Computing, Foundations of AI, Large-Scale Data Engineering, Advanced Deep Learning & Computer Vision, and the Theory and Practice of Large Language Models.
Researching signals in the Egyptian stock market, building machine-learning models, and running them through an automated daily trading pipeline. 166.77% return in paper trading vs 58.19% for the EGX30 over the same period.
Financial and alternative data, econometrics and time series, regime switching, and derivative pricing from Black-Scholes to reinforcement learning.
Debugged and optimised network performance on an FPGA cloud network accelerator, and brought up an ARM Cortex-A53 processor on an Intel Agilex FPGA.
Specialised in DSP & FPGA implementation, digital design, electric propulsion and power electronics. Research project on AI-powered orange harvesting.
Gave a talk to students on quantitative investing and its future in emerging markets.
Won the Intel PSG UK chess tournament without losing a round. Former Bristol Chess Society member.
Ran engineering workshops for children to inspire the next generation of engineers.
Ran A-level drop-in sessions and marked exam papers, finding new ways to explain hard problems.
I'm open to roles in quantitative research, AI/ML engineering and data-driven engineering. The best way to reach me is by email or LinkedIn.