Hello, I'm Rolzie

CS @ Imperial College London
I build reliable, scalable software systems and enjoy solving complex problems at the intersection of technology and real-world applications. Experience across backend systems, data-driven applications, and FinTech projects.

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About Me

Profile

I am a computer science student at Imperial College London, specialising in software I specialise in engineering and system design. I enjoy building scalable and reliable systems, and I also enjoy solving complex problems in real-world applications. My interests include backend development, real-time systems and performance-critical applications. I have experience in both academic and I have worked on industry and academic projects.

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Trading Systems

Order management, automated trading, and market data processing

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Quantitative Analysis

Statistical modeling, factor analysis, and backtesting frameworks

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Options Trading

Greeks analysis, volatility strategies, and risk management

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Software Development

Java, Python, Spring Boot, React, and API development

Professional Experience

Aug 2025 – Oct 2025
Software Development Intern
HSBC
  • Developed testing utilities with Java and Spring Boot, including a mock API to simulate request–response workflows and a module to generate secure HTTPS headers by retrieving real-time tokens from the database and injecting them into outbound API calls
  • Implemented automated unit and integration tests (JUnit, Postman) for Spring Boot services and basic load tests to ensure stable performance under higher request volumes, reducing manual workload by 90% and improving reliability
  • Supported system integration and issue investigation by working with developers and testers to diagnose API and configuration issues across environments
May 2025 – June 2025
Optiver Trading Academy
Imperial College London
  • Participated in Optiver's options trading academy; applied market microstructure, arbitrage strategies, and Greeks analysis in simulated trading environments
  • Designed a delta-neutral portfolio combining cross-exchange arbitrage (30% allocation) and volatility trading strategies, actively managing gamma and vega exposure
  • Awarded Best Trading Strategy among 30+ peers for superior risk-adjusted returns through systematic approach to options pricing and execution
Aug 2024 – Oct 2024; Jul 2025 – Aug 2025
Trading Analyst Intern
SHUOFUND INVESTMENT (China)
  • Analysed financial markets and asset classes, using Python to process and validate datasets in support of trading and investment decisions
  • Worked closely with senior traders on futures and portfolio strategies, translating trading ideas into data-driven analyses and actionable insights
  • Explored factor-based models and backtesting workflows, focusing on data quality, statistical assumptions, and result interpretation for systematic trading strategies
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Projects

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Re@Imperial App
May 2025 – June 2025
Developed a React-based web app with Supabase backend to tackle campus recycling challenges by encouraging reusable container use. Applied human-centred design and agile methods from initial research through to live demo, focusing on user experience and sustainable behavior change.
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Multiple Linear Regression - Bank Valuation
Summer 2025
Built a multiple linear regression model for Chinese A-share banks following Damodaran's valuation framework. Selected 20 large banks, used PB as the dependent variable, and tested factors like ROE, dividend, NPL ratio, beta, PE, and Tier-1 capital ratio in Python. After data cleaning and correlation analysis, identified optimal 2-3 factor combinations with strong adjusted R² values. Created a tool to input bank metrics and flag potential mispricing by comparing fair PB estimates to market values.