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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Course Selection Visualisation Tool
Jan 2026- Mar 2026
Developed “Optimise My Coursework,” an extension to the department’s Scientia website that lets students select modules and visualise expected workload in both chart and calendar formats, with configurable schedulers and personalised time settings to support better module choice.
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Metals Strategy Monitor
Dec 2025- Jan 2026
Python-based research and backtesting system plus a Streamlit live-monitoring dashboard for XAUUSD and XAGUSD. Generates manual trade tickets and tracks positions with a persistent SQLite database.
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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.
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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. Identified optimal factor combinations to flag potential mispricing by comparing fair PB estimates to market values.
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