Rory Kane

Risk Manager & Quantitative Trader

Risk manager and proprietary trader with experience across equities, options, bonds, and crypto markets. Currently focused on quantitative applications in trading and market analysis.

Open to opportunities and collaborations in quantitative finance, risk management, and algorithmic trading.

Featured Work

When Diversification Failed
Multi-dimensional crisis detection framework validated across 5 major market events. Investigates the 2022 crypto crash and develops an adaptive system for real-time regime detection. 100% detection rate, 0 false positives.
Risk Management Quantitative Analysis Python Case Study
VaR Calculator
Value at Risk (VaR) calculator implementing multiple methodologies including Historical Simulation, Variance-Covariance, and Monte Carlo simulation for portfolio risk assessment.
Risk Management Python Monte Carlo Open Source

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