Started ML Consulting Practice

🚀 New venture! Excited to announce the launch of my independent consulting practice specializing in machine learning applications for quantitative finance!

Consulting Practice Overview

Practice Name: QuantML Solutions

Focus Areas: Machine Learning, Quantitative Finance, Risk Management

Target Clients: Hedge funds, asset managers, fintech startups, and traditional banks

Service Offerings

Algorithm Development

Trading Strategy Development: Custom ML algorithms for systematic trading
Risk Model Construction: Advanced risk models using ensemble methods
Portfolio Optimization: Multi-objective optimization with ML constraints
Market Prediction: Time series forecasting with deep learning

System Implementation

Production Deployment: Converting research models to production systems
Performance Optimization: Low-latency implementations for real-time trading
Infrastructure Design: Scalable ML infrastructure for financial applications
Integration Services: Connecting ML systems with existing trading platforms

Research and Analysis

Strategy Backtesting: Comprehensive historical validation of trading strategies
Alternative Data Integration: Incorporating satellite imagery, social media, news sentiment
Regulatory Compliance: Ensuring ML models meet regulatory requirements
Model Validation: Independent validation of existing quantitative models

Why Start Consulting?

Market Opportunity

Growing demand for:

AI Transformation: Traditional firms needing ML expertise
Specialized Knowledge: Intersection of ML and finance expertise
Independent Validation: Third-party model validation and risk assessment
Rapid Innovation: Startups needing quick time-to-market solutions

Personal Motivation

Knowledge Sharing: Applying experience from IB to broader market
Innovation Freedom: Exploring cutting-edge techniques without corporate constraints
Impact Diversity: Working across different types of financial institutions
Entrepreneurial Challenge: Building business alongside technical expertise

First Client Projects

Hedge Fund Risk System

Client: Mid-size quantitative hedge fund

Challenge: Real-time portfolio risk monitoring across 5,000+ positions

Solution:

Distributed ML system for real-time VaR calculation
Custom GPU-accelerated Monte Carlo simulations
Integration with existing portfolio management system

Impact: 85% reduction in risk calculation time, enabling intraday rebalancing

Cryptocurrency Trading Platform

Client: Fintech startup entering crypto markets

Challenge: Building market making algorithms for volatile crypto markets

Solution:

Reinforcement learning agent for optimal bid/ask placement
Multi-exchange arbitrage detection system
Dynamic inventory management with volatility adjustment

Impact: 40% improvement in profitability vs. traditional market making

Bank Capital Allocation

Client: Regional bank optimizing loan portfolio

Challenge: Dynamic capital allocation across loan types and regions

Solution:

Ensemble models predicting default probabilities
Multi-objective optimization balancing risk, return, and regulatory capital
Stress testing framework for economic scenario analysis

Impact: 15% improvement in risk-adjusted returns while maintaining regulatory compliance

Technical Differentiation

Unique Value Proposition

Combining:

Academic Rigor: MS degrees in CS and Quantitative Finance
Industry Experience: Production systems at major broker
Research Background: Published papers and patent applications
CFA Charter: Comprehensive investment management knowledge

Technical Expertise

Low-Latency Systems: Microsecond-level optimization techniques
Financial Mathematics: Advanced derivatives pricing and risk models
Machine Learning: Deep learning, reinforcement learning, ensemble methods
Infrastructure: Distributed systems, GPU computing, cloud deployment

Business Development

Client Acquisition

Building client base through:

Industry Networks: Connections from Interactive Brokers and Georgia Tech
Conference Speaking: Presentations at QuantCon and similar events
Academic Collaboration: Joint research projects leading to consulting opportunities
Referral Programs: Satisfied clients referring similar organizations

Partnership Strategy

Technology Vendors: Partnering with trading platform providers
Academic Institutions: Collaborating with university research labs
Legal Firms: Working with attorneys on regulatory compliance
Accounting Firms: Partnering on model validation services

Operating Model

Time Management

Balancing consulting with full-time role:

Evening/Weekend Work: Client projects during off-hours
Vacation Consulting: Using PTO for intensive project phases
Remote Delivery: Leveraging technology for efficient client service
Team Expansion: Planning to hire additional consultants

Quality Assurance

Code Review Process: Rigorous testing and validation procedures
Documentation Standards: Comprehensive technical documentation
Performance Monitoring: Ongoing monitoring of deployed systems
Client Communication: Regular progress updates and technical briefings

Future Vision

Practice Growth

Team Expansion: Hiring 2-3 additional consultants within 18 months
Specialization: Developing specific expertise in crypto and alternative assets
Product Development: Creating standardized ML tools for financial applications
International Expansion: Serving clients in European and Asian markets

Industry Impact

Best Practices: Establishing standards for ML in finance
Open Source: Contributing tools and frameworks to open source community
Education: Teaching courses on ML applications in quantitative finance
Research: Publishing applied research bridging academia and industry

Personal Reflection

Starting a consulting practice represents the natural evolution of my career - from learning ML and finance, to applying them in production, to now helping others leverage these powerful combinations.

This venture allows me to share knowledge, solve diverse problems, and contribute to the broader adoption of responsible AI in financial markets.

From employee to entrepreneur - the next chapter begins! 💼🤖