Marco Ojeda

I am completing a bachelor's degree in finance at BI Norwegian Business School, graduating in the summer of 2027. My work concentrates on the quantitative side of the field: derivatives pricing, strategic decision-making under uncertainty, and the market and filings data on which such models are built.

I write software in Python, C and C++. My projects range from a financial data platform and a local language-model agent runtime to a Vulkan renderer and a numerical tensor library. I regard mathematics and physics as cumulative disciplines, built through daily pen-and-paper practice from first principles, and I apply the same discipline to how I learn: retrieval practice, spaced repetition, and a log of recurring errors.

I keep written notes on the theory I study. Recent notes cover strategic-form games with uncertain outcomes, including expected utility, mixed strategies, and equilibrium as protection against exploitation. They also cover a microeconomic framework, in the spirit of Becker (1968), for analysing illicit conduct through detection probabilities, sanctions and risk preferences, using Arrow–Pratt measures and certainty equivalents.

I am interested in roles where mathematical reasoning must be put to work in software rather than only understood: quantitative research, financial data engineering and risk.