Combining 25 years of financial expertise with modern data science, quantitative market analysis, and full-stack applications to turn complex market data into actionable trading and investment insights.
With 25 years of experience in the financial sector, I have witnessed the industry's digital transformation and the critical role data plays in strategic decision-making.
Based between the coasts of Schleswig-Holstein and Berlin's thriving tech ecosystem, I combine financial domain expertise with advanced data science capabilities.
My current focus is on quantitative capital-market analytics, time-series & signal detection, and full-stack web applications — building models that turn raw market data into actionable trading and investment insights.
I specialize in building production-grade data systems, from ETL pipelines to interactive dashboards, with an emphasis on explainability, robustness, and business impact.
End-to-end capital-market screening system that scans a stock universe for dip and trend setups. Automated EOD data pipeline (PostgreSQL + scheduler), technical-signal engine, and an event-driven dashboard that refreshes after each run.
Interactive data exploration and visualization platform. Statistical modeling, EDA dashboards, and real-time data filtering for financial and market datasets.
End-to-end machine learning pipeline from feature engineering through deployment. Ensemble methods, cross-validation, and SHAP-based explainability for interpretable predictions.
Freelance Financial Data Scientist
Berlin & Schleswig-Holstein, Germany
Whether you need quantitative market analytics, advanced ML models, or a full-stack data application — let's explore what's possible.
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