Abdul Malik - Quantitative Finance & ML | Capital Markets Professional

I'm a finance and technology professional building at the intersection of AI and capital markets, combining data engineering, machine learning, and financial modelling to create systems that work in practice. I'm completing my Master of Finance at Frankfurt School of Finance & Management, with a thesis on using LLMs for portfolio optimisation. Alongside that, I work at Investment Data Services GmbH (Allianz Group), running risk and regulatory reporting across ~€400bn AUM.

Before this, I spent nearly four years at Deloitte delivering financial services projects across banking, insurance, and FinTech, covering data pipelines, analytics engineering, digital assets, and controls automation for Fortune 500 clients. My computer science background means I don't just analyse financial problems; I build the tools to solve them, from multi-agent AI systems to fixed income risk models.

Outside of work, I'm an avid public speaker and debater, having won multiple championships since 2012. Beyond finance and code, I enjoy mountain adventures, exploring history, landscape photography, and experimenting as a home chef.

Experience

DEC 2024 – PRESENT

Working Student · Asset Management Solutions

Investment Data Services GmbH · Allianz Group

Produce and validate daily leverage, VaR, and liquidity reports across 3,000+ funds, supporting portfolio risk monitoring for ~€400bn AUM
Built automated checks for NAV reconciliation and fund data quality, cutting manual review time by ~40–50%
Migrated internal reporting tools to cloud infrastructure, reducing processing time and improving scalability for risk analytics

Excel / VBA SQL Data Analysis UCITS Risk Management NAV Reconciliation

NOV 2020 – JULY 2024

Solution Advisor · Risk and Financial Advisory

Deloitte

Delivered ~9 financial services projects across banking, insurance, FinTech, and payments, from requirements and design through to delivery and stakeholder sign-off
Built ETL/ELT pipelines using Snowflake, dbt, and Airflow; created reusable data models to standardise KPI reporting for risk and finance teams
Designed analytics dashboards and cloud data solutions that improved reporting speed by ~30% for risk and compliance teams
Automated control testing processes, cutting annual SOC audit costs by ~15%
Worked on digital banking and digital assets engagements, including digital wallet prototypes, smart contract payment flows, and CBDC/tokenisation concepts

Snowflake dbt Airflow PowerShell Data Analytics Digital Assets

Skills & Expertise

Programming & Tools

Python SQL Git Power BI Tableau Docker dbt Snowflake Airflow FastAPI AWS / Azure n8n / Zapier

Finance

Portfolio Optimization Financial Modeling Value at Risk Solvency II & UCITS Stress Testing Sensitivity Analysis Fund Operations Bloomberg Terminal IFRS & MiFID ICAAP Basel III

Machine Learning & AI

Statistical Analysis Time Series Analysis Predictive Modeling Agentic Automation Prompt Engineering NLP FinBERT RAG LangGraph Claude API Hugging Face MCP

Other

Regulatory Reporting Client Management Excel / VBA PowerShell Process Automation German (A2 → B1)

Projects

Multi-Agent Orchestration System

Built a system where AI agents plan, execute, and validate tasks in parallel, with Redis-backed state for resumable workflows, sandboxed execution, and built-in cost controls.

LangGraph FastAPI Claude API Python Redis Agentic AI

Credit Risk Probability of Default Model

Scores borrower default risk from financial and macro features, groups them into risk bands, and surfaces explainable outputs for credit decisions and portfolio monitoring.

Python Credit Risk Machine Learning Risk Modelling XAI

Bond Portfolio Reallocation for Bank Treasury

Rebalancing framework for a bank treasury portfolio, weighing yield against duration, liquidity, and rate risk as interest rate scenarios shift.

Python Fixed Income IRRBB Bank Treasury Duration Risk

Portfolio Analytics Dashboard

Tracks performance and risk across a multi-fund portfolio, comparing two optimization strategies with monthly rebalancing. Built as a full pipeline from data to Tableau.

Python PostgreSQL Tableau Portfolio Management Risk Analytics

Yield Curve PCA & P&L Attribution

Breaks US Treasury yield curve moves into level, slope, and curvature, then runs P&L attribution on a fixed income portfolio across historical shock scenarios using FRED data.

Python PCA Fixed Income Yield Curve P&L Attribution

OTC Derivatives Margining

Monte Carlo simulation of OTC derivatives margining under Basel III and EMIR, modelling procyclical margin dynamics and showing that stress scenarios more than double default rates.

Python Derivatives Margining Risk Management EMIR

Regime-Aware Fixed Income Portfolio Allocation Model

Detects the current macro regime using economic indicators and automatically rebalances a fixed income portfolio, shifting between capital preservation and return-seeking.

Python Portfolio Management Fixed Income Risk Analysis

Private Pension Plan Financial Case

Built for a private client with €250k to invest, modelling retirement outcomes across return assumptions, risk profiles, and drawdown scenarios to supplement German pension income.

Python Financial Planning Actuarial Science Data Analysis

Risk Modelling - Value at Risk (VaR)

Implemented historical simulation, parametric, and Monte Carlo VaR on a mixed capital markets portfolio, with backtesting to validate each approach.

Python Risk Management VaR Backtesting

Effect of CSR on Firms' Profits

Statistical research into whether CSR spending actually moves the needle on firm profitability, using regression analysis across a panel of public companies.

Statistical Analysis CSR Financial Analysis ESG

Hedge Against Market Squeeze

Case study on protecting a hedge fund from short squeezes, modelling crowded trade dynamics and stress-testing hedging strategies against extreme liquidity events.

Python Hedge Funds Risk Management Market Analysis

ECB Interest Rate Forecasting

ML model predicting ECB rate decisions from macro and market data, using crisis-aware regime detection, SMOTE for class imbalance, and two-stage classification to improve accuracy.

Python Data Analysis Pandas Backtesting

Gamified Finance Learning Platform

Built at the Eintracht Talents of Tomorrow Hackathon, a web app that teaches personal finance through gamification, achievements, and interactive challenges.

React Data Visualization Risk Management Financial Planning

Impact of Carbon Intensity on Mergers and Acquisitions in Energy Sector

Research on how a company's carbon footprint shapes its M&A attractiveness, looking at valuation impact and deal trends across renewable vs. traditional energy.

Python Bloomberg Statistical Analysis ESG M&A

Twitter Financial News Sentiment Analysis

Classifies financial tweets as bullish or bearish. Benchmarked five ML models using both TF-IDF and FinBERT embeddings to find the most accurate combination.

Python NLP Web Scraping Financial Modeling

Education & Certifications

Formal Education

Master of Finance

Frankfurt School of Finance & Management

Aug 2024 - Jun 2026

Thesis: Multi-Modal Information Synthesis using LLMs for Portfolio Optimization Grade: 1.3 (Sehr Gut)

Statistics & Econometrics Financial Products & Modelling Financial Engineering Portfolio Management Derivatives Risk Management Data Analytics & Machine Learning Bank Treasury & Controlling FinTech

Bachelor of Technology in Computer Science

Jaypee Institute of Information Technology

July 2016 - May 2020

Database Systems Automation Design Software Construction Machine Learning Blockchain Technology

Professional Certifications

Bloomberg Market Concepts (BMC)

2025

View Certificate

Diploma in Visualizing Data with Power BI (Kubicle)

2025

View Certificate

Python for Finance

2024

View Certificate

Let's Connect

Get in Touch

I'm always open to discussing new opportunities, collaborations, or just having a chat about finance and technology. Feel free to reach out!

abdul.malik.work@gmail.com

abdulmalik2737

GitHub

leo-lightfoot

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