• Designed and deployed econometric and forecasting models to support pricing strategy, demand prediction, and performance optimisation across large-scale datasets (10M+ records). • Conducted price elasticity and revenue optimisation analysis, informing strategic pricing decisions and improving margin efficiency by approximately 30%. • Built macroeconomic-aware scenario models to assess risk exposure and demand sensitivity under changing market conditions. • Developed automated dashboards translating complex statistical outputs into plain-English insights for senior leadership. • Partnered with engineering teams to convert economic and statistical research into production-ready decision systems, mirroring advisory-to-execution workflows. • Delivered high-stakes analytical insights under tight deadlines, balancing rigour, speed, and clarity.

• Conducted doctoral research in macroeconomic forecasting, yield-curve modelling, and time-frequency econometrics. • Analysed large-scale macroeconomic datasets to identify causal relationships, structural shifts, and predictive signals. • Built reproducible Python and R research pipelines, aligning with professional economic advisory standards. • Applied forecasting models to inflation, interest-rate dynamics, and financial market behaviour. • Produced academic papers and reports, translating complex econometric findings for academic and policy-adjacent audiences.

• Led economically informed decision-making in a regulated financial environment, focusing on portfolio performance, liquidity management, and pricing. • Conducted risk and impact analysis to support capital allocation and lending strategies. • Developed internal monitoring tools to assess market exposure and credit risk, reducing non-performing loans by 15%. • Advised senior leadership on financial strategy, regulatory considerations, and long-term sustainability.