Ali AZARY

Quantitative Analyst | Python Developer | Risk & Fund Analytics

📞 +352 661 86 5520 | ✉️ contact@aliazary.com | 🌍 www.aliazary.com

💻 github.com/ali-azary | 🔗 linkedin.com/in/ali-azary | 📍 Luxembourg

Professional Summary

Quantitative analyst and Python developer with an MSc in Finance and Economics (Risk Management) and hands-on experience in the Luxembourg fund industry. I build production-grade risk and trading analytics, ETL pipelines, and interactive dashboards that turn messy data into decisions. Comfortable across the full stack — from pandas and scikit-learn to PyQt5 desktop apps, FastAPI services, and React web applications — with a commercial track record of shipping quantitative products end to end.

Experience

05/2024 – Present

Founder & Developer

PyQuantLab, Luxembourg

Luxembourg-based quantitative finance brand building Python tools, research, and educational content for systematic traders and analysts.

  • Designed and shipped VecTester, a professional backtesting studio (PyQt5 GUI built on vectorbt) featuring walk-forward analysis, Monte Carlo simulation, strategy comparison, and HTML report export — sold as a paid product with Stripe-based licensing and automated delivery.
  • Built a live algorithmic trading system for Binance cross-margin accounts using Random Forest ML signals (Python, CCXT, Backtrader), with strict bar-close discipline, simulation mode, and 1:1 fidelity between backtest and live execution.
  • Developed a multi-strategy research framework covering 14 strategies across 5 families, with walk-forward validation and rolling backtests on crypto and equity data.
  • Authored a 100-strategy technical reference for crypto spot markets (TA-Lib) and a VectorBT book-plus-strategy bundle; converted content into revenue via subscriptions, digital products, and consulting.
  • Built the full e-commerce backend for pyquantlab.com in PHP: Stripe webhook handler with idempotency and event deduplication, automated license key assignment from SQLite, token-based secure file download system with expiry, PHPMailer SMTP delivery pipeline, affiliate tracking with cookie management, and a session-authenticated customer dashboard — all running in production.
  • Grew a content channel (YouTube / TikTok) under the PyQuantLab brand and operated the supporting PHP / Stripe webhook stack for license delivery and customer automation.
02/2025 – 07/2025

Fund Data & Analytics Consultant

Innpact, Luxembourg

Impact-finance advisory firm supporting impact funds and UCITS / AIF vehicles across Luxembourg.

  • Built end-to-end Python ETL pipelines (pandas, SQL, openpyxl) to automate fund data ingestion, validation, and reconciliation across multiple impact funds — reducing recurring reporting turnaround by roughly 60%.
  • Designed standardised web-based intake forms to replace ad-hoc spreadsheet exchanges, materially cutting data-entry errors and improving auditability for CSSF reporting.
  • Built and maintained interactive dashboards used daily by the fund management team for NAV monitoring, exposure analysis, and KPI reporting.
  • Cleaned, reconciled, and re-modelled legacy Excel / VBA datasets; documented workflows so the pipelines could be maintained by non-developers after handover.
01/2019 – 02/2021

Doctoral Researcher

University of Luxembourg, Luxembourg

  • Performed finite-element analyses of composite beam-column joints and translated results into peer-reviewed publications.
  • Automated ABAQUS simulation workflows in Python for parametric studies — cutting setup time per experiment from hours to minutes and enabling reproducible research.

Education

Graduated 02/2026

MSc, Finance and Economics — Risk Management

University of Luxembourg, Luxembourg

01/2019 – 02/2021

PhD Candidate, Engineering Sciences

University of Luxembourg, Luxembourg

09/2014 – 02/2017

MSc, Civil Engineering

Middle East Technical University, Turkey

09/2008 – 04/2012

BSc, Civil Engineering

University of Tehran, Iran

09/2005 – 07/2008

BSc, Aerospace Engineering

Sharif University of Technology, Iran

Technical Skills

Risk & Finance: VaR / Expected Shortfall, stress testing, scenario analysis, market / credit / liquidity risk, fund risk (UCITS / AIFMD), NAV analytics, factor models, portfolio construction, Black-Scholes option pricing.
Programming: Python (pandas, NumPy, scikit-learn, vectorbt, Backtrader, CCXT, TA-Lib, PyQt5, Plotly, FastAPI, Flask), PHP (PHPMailer, Stripe SDK), SQL, R, VBA, JavaScript (React), HTML / CSS.
Data & Tooling: Excel (advanced), Power BI, Bloomberg, Git, REST APIs, Stripe integrations, SQLite, MySQL, ETL pipeline design, Apache / .htaccess, web scraping.
Quant Methods: Machine learning (Random Forest, regression), walk-forward validation, Monte Carlo simulation, Kalman filters, time-series analysis, signal processing (SSA, wavelets).

Selected Projects

VecTester (pyquantlab.com)

Commercial PyQt5 backtesting studio built on vectorbt with walk-forward, Monte Carlo, and strategy-comparison modules. Stripe checkout and automated license delivery.

MPTLab (Live) (GitHub)

React web application implementing Modern Portfolio Theory as an interactive playground with real-time portfolio optimization and visualization.

yf_api (GitHub)

FastAPI REST service exposing yfinance endpoints as a scalable, documented API.

Equity Explorer (Live)

Live financial data web application for equity screening and analysis.

Investment Portfolio Management Dashboard (GitHub)

Python / Plotly dashboard for multi-asset portfolios: live price feeds, risk metrics (VaR, drawdown, Sharpe), rebalancing and attribution views.

Excel–SQL Database Automation (GitHub)

VBA and Python toolkit that turns messy Excel workbooks into a queryable SQL back-end with auto-refreshed pivot reports.

Binance ML Trading Bot

Live cross-margin trading engine with Random Forest signal generation, simulation mode, and real-time PyQt5 / matplotlib P&L visualization.

Languages