ALI AZARY

Quantitative Analyst & Technical Problem Solver | Risk, Financial Data & Automation | Python, SQL, ETL, APIs, Dashboards & Apps

Luxembourg | +352 661 86 5520 | contact@aliazary.com

aliazary.com | linkedin.com/in/ali-azary | github.com/ali-azary

Profile

Luxembourg-based finance and risk analyst with an MSc in Finance and Economics – Risk Management, fund-industry experience, and strong Python and Excel/VBA skills. I combine quantitative finance, engineering and software development to turn complex problems into practical analytical tools and automated workflows. Experienced in fund data, NAV/exposure analytics, portfolio risk, CSSF/AIFMD workflows and reporting automation.

Experience

Quantitative Finance & Product Developer | PyQuantLab

2025 - Present

Developed Python-based tools for portfolio analytics, market risk, VaR/ES, stress testing and quantitative research.
Built automated data-processing, validation and reporting workflows using Python, SQL, Excel/VBA and financial datasets.
Developed reusable analytical tools for portfolio optimisation, risk measurement, backtesting and performance analysis.

Fund Data and Analytics Consultant | Innpact

Feb 2025 - Jul 2025

Built Python ETL pipelines with pandas, SQL and openpyxl for fund-data ingestion, validation and reconciliation, reducing recurring reporting turnaround by approximately 60%.
Created data-intake workflows and dashboards for NAV monitoring, exposure analysis, KPI reporting and CSSF/AIFMD processes across impact funds and UCITS/AIF vehicles.

Selected Research and Projects

Finance MSc thesis Cross-Sectional Momentum with a Focus on the Short Leg. Point-in-time S&P 500 research with regime tests, residual momentum and autoencoder ranking.Thesis PDF|Code repository

AIFMD Reporting Handbook & Validation Tools Practical guide and Python/XML/XSD workflow covering AIFMD Annex IV reporting, structured data, validation and reporting controls.Handbook|Automation Suite

Engineering MSc thesis Fracture Analysis of Spun-Cast Concrete Poles Using the Phase-Field Method. Numerical modelling, computational mechanics and phase-field fracture analysis.Thesis PDF

Selected code Regulatory reporting, risk calculations and fund analytics.

AIFMD VaR/ES Portfolio Analytics Credit Risk Python Automation All GitHub Repositories

Skills

Risk & finance Market/portfolio risk, VaR/ES, stress testing, fund analytics, derivatives, AIFMD/CSSF, PRIIPs

Quantitative Factor models, momentum, optimisation, backtesting, ARIMA, GARCH, regression, ML

Technology Python, pandas, NumPy, SciPy, SQL, Excel/VBA, scikit-learn, Streamlit, Backtrader, VectorBT, Power BI, Git

Education

MSc Finance and Economics, Risk Management | University of Luxembourg

2026

MSc Civil Engineering | Middle East Technical University

2017