Nicolae Filip Stanciu

I’m a quantitative finance professional whose background spans systematic trading research, financial risk consulting and banking operations. I hold an MSc in Quantitative Finance and work primarily in Python and R.

My main service on Malt is the independent review of quantitative research. I audit trading strategies and models for methodological soundness, examining backtests for look-ahead bias, assessing the quality of walk-forward validation, flagging signs of overfitting, and checking whether risk-adjusted performance genuinely holds up under honest testing. The aim is straightforward: to help you understand whether a strategy’s results are real before you commit capital or reputation to them.

Alongside this, I take on broader quantitative and risk engagements: signal generation and backtesting pipelines, portfolio construction (including Black-Litterman and Hierarchical Risk Parity), systematic trading research, and currency exposure and hedging analysis using FX forwards. I’ve also prepared regular market and macroeconomic summaries for clients drawing on Bloomberg and Reuters, and I’m MiFID II certified from my experience in retail and private banking.

I enjoy translating ideas from academic sources such as SSRN and arXiv into testable prototypes, and I value rigour over optimistic results. I work comfortably in English and Spanish, communicate clearly throughout a project, and deliver documented, reproducible work you can act on with confidence.