I'm Zane

A quick intro

I work on forecasting, market structure, and risk systems. I build models and tools that need to behave well under changing assumptions, messy data, and production constraints.

My background is in statistics and economics. My work spans risk, forecasting, market-facing modeling, and implementation, with a particular interest in financial products, crypto and the way models behave when they have to run in real systems. Outside that, I also have been spending time on fixed income hedging and MBS, which is one example of the kind of market problem I like working through.

Now

• Quantitative Risk at Charles Schwab
• Building interesting projects and learning from them

Past

• Ph.D. Student @ University of York
• Studied how probabilistic beliefs are aggregated, expressed, and inferred in forecasting platforms and prediction markets. In both settings, observed probabilities reflect not only underlying information but also the mechanisms underlying forecast and trade generation. A central difficulty is that the available data are often incomplete, irregular, or systematically filtered by institutional design.

Thesis

The full doctoral thesis in White Rose.

Paper

Kairosis on arXiv.

GitHub

Main code and experiments.