Decimal is sometimes wrong
Credkit is dropping its usage of the Python Decimal class. I thought it was the solution to all my problems, but it was not.
My Home on The Internet
A full-stack quant - I develop and deploy quantitative risk and pricing models for fintechs, banks, and other lending institutions. For the last six years, I’ve been doing this at Sunlight Financial, applying machine learning, modern data engineering, and AI to consumer credit in residential solar and home improvement lending.
I’m the creator of credkit, an open source library for loan and credit modeling in Python.
I’m also a 2022 WKA world champion kickboxer.
To rip off patio11: I solve business problems, and occasionally some data gets analyzed.
Interested? Email me or follow one of the links in the sidebar.
Recent Posts
Introducing Credkit
I got tired of fighting with QuantLib to model simple mortgages. So I built something easier.