BSc in Data Science for Business · BI Norwegian Business School (Oslo, Norway · Expected 2029)
Focused on quantitative finance, derivatives market structure, cash-flow valuation, and reproducible Python tooling. Currently completing first-year coursework across Calculus & Linear Algebra, Python Data Extraction & Visualisation, Financial Accounting, and Microeconomics/Macroeconomics.
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Northlink (
Python·Streamlit·pytest)
Offline geospatial evidence and human-review continuity prototype built for the EUDIS Norway Hackathon. Integrates Kartverket topography, Natural Earth coastline geometry, and recorded MET Norway weather-warning polygons with SHA-256 intake verification and deterministic Markdown/JSON audit handovers. -
canvas-study-sync (
Python 3.11+·pytest)
Local-first course archive and citation-indexed knowledge pipeline for macOS and Windows. Parses PDFs, slide decks, Word documents, spreadsheets, Jupyter notebooks, and discussion threads into structured Markdown indices with page/cell-level provenance and OS-keychain credential isolation.
- Valuation & Cash-Flow Scenario Modelling: Decomposing direct asset exposure versus cross-denominated cash-flow vehicles across daily revenue and relative-price regimes.
- Derivatives Market Structure: Perpetual-futures mechanics, exchange fee capture vs. notional volume, open interest, and 24/7 clearing/margin design.
- Secondary-Market Pricing & Probabilistic Games: Experience running cross-border secondary-market arbitrage (
USD 10,000+cumulative volume) and competing at Top 500 leaderboard level in competitive FPS titles.
LinkedIn · Oslo, Norway
