BSc in Digital Economics and Business (100% English Taught) Β· UniversitΓ Politecnica delle Marche (UNIVPM)
Undergraduate in Digital Economics and Business at UniversitΓ Politecnica delle Marche (curriculum delivered entirely in English) with a solid software engineering and IT foundation. I specialize in bridging quantitative financial economics, corporate finance, and modern data architectures.
- π BSc Digital Economics & Business @ UNIVPM Ancona (Expected 2027 Β· Instruction: 100% English)
- πΎ IT & Telecommunications Diploma @ ITI Enrico Mattei (Software Engineering, Relational DBs & Networking)
- βοΈ Data & Quant Engineering: Developing automated ETL data pipelines, PostgreSQL warehouses, and Apache Airflow workflows
- π Quantitative Modeling: Portfolio optimization (Markowitz), Monte Carlo simulations (GBM), and econometric analysis in R & Python
- πΌ Former Software & IT Engineering Intern @ Casali Computers (Enterprise ERP modules & Apache Tomcat deployment)
- π International Traineeship: Seeking Erasmus+ / international quant & data analytics traineeship opportunities for 2026/2027
Production-grade automated quantitative ETL, risk forecasting, and portfolio allocation platform
- Automated Data Ingestion: Architected streaming pipelines using
yfinanceto ingest market data into PostgreSQL via idempotentUPSERT(ON CONFLICT) operations, ensuring data integrity with zero duplicates. - Quantitative Optimization & Risk: Solved Markowitz Mean-Variance portfolio optimization via
scipy.optimizeto calculate Maximum Sharpe Ratio weights; developed a 10,000-path Monte Carlo Geometric Brownian Motion (GBM) engine for 95% Value-at-Risk (VaR) and drawdown forecasting. - DevOps & Workflow Orchestration: Fully containerized with Docker Compose; scheduled sequential execution (
DB Init β Ingest β Optimize β Simulate β Report) via Apache Airflow DAGs.
Python SQL PostgreSQL Apache Airflow Docker Compose Quantitative Finance Risk Management
Clinical biosignal telemetry, predictive deterioration modeling, and Health Technology Assessment (HTA) in R
- Predictive Clinical Deterioration (AUC = 0.902): Implemented predictive analytics and Kaplan-Meier survival models to anticipate clinical crises and septic shock prior to standard NEWS2 benchmarks.
- Decision Curve Analysis (DCA): Statistical evaluation to mitigate alarm fatigue across hospital departments.
- Biosignal DSP: Digital filtering of 100 Hz PPG signals and spectral FFT analysis for Heart Rate Variability (HRV) estimation.
- Markov Decision Model (HTA): 1,000 Monte Carlo iterations demonstrating continuous monitoring reduces ICU stays by 1.88 days, yielding >β¬4,000 cost savings per patient.
R (tidyverse, survival) Biostatistics Digital Signal Processing Health Economics (HEOR) Connected Care
Autonomous algorithmic trading framework incorporating Marcos LΓ³pez de Prado's Advances in Financial Machine Learning
- Fractional Differentiation: Achieved stationary time-series while preserving maximum memory (AFML Ch. 5).
- Lempel-Ziv Entropy: Non-parametric market regime classification (Trend vs. Mean Reversion).
- Multi-Horizon Trend Scoring & Risk Controls: Triple-Barrier labeling (TP 4ΓATR / SL 2.5ΓATR), Winsorization against tail-risk events, and microstructural spread volatility filters.
Python MetaTrader 5 NumPy SciPy Algorithmic Trading Quantitative Finance
Relational database design, financial entity modeling, and performance-tuned SQL architectures
- Engineered normalized ER schemas for financial transactions, billing systems, and enterprise accounting records.
- Authoring high-performance SQL: Window Functions, Common Table Expressions (CTEs), indexing strategies, and query execution plan optimization.
SQL PostgreSQL Database Design Relational Modeling Data Warehousing
π Currently Focusing On:
βββ Corporate Finance & Financial Economics (UNIVPM)
βββ Applied Econometrics & Statistical Computing (R / Python)
βββ Business Information Systems & Data Mining (SQL, Data Warehouses)
βββ Planning & Control Systems (Management Accounting & KPIs)
π Advanced Roadmap:
βββ Options Pricing Models (Black-Scholes, Stochastic Volatility)
βββ Multi-Factor Risk Pricing (Fama-French 5-Factor Model)
βββ CFA Level 1 Preparation
- πΌ LinkedIn: linkedin.com/in/haroun-jaafar
- π§ Personal Email: harounjaafar3@gmail.com
- π University Email: haroun.jaafar@studenti.univpm.it
- π Availability: Open for international traineeships & quantitative roles (Erasmus+ Traineeship EU4EU 2026/2027)