Full-stack and systems engineer working across cloud and edge: data pipelines, ML infrastructure, and production APIs built to hold up under real load. My focus is correctness at the boundary: pipelines that can't leak the future into the past, webhooks that can't double-fire, backtests that don't lie. That discipline runs through everything I ship, from a live PSX equity-analysis platform tracking 6+ years of market data to TSAuditor, a time-series data-quality auditor now on PyPI, and a merged fix to statsmodels' ARIMA estimator.
Most profiling tools treat rows as independent and miss what actually breaks time-series models: irregular timestamp frequency, non-stationarity, and features that quietly leak the future into the past. TSAuditor scans a DataFrame for exactly those problems, scores overall data health, and exports an audit-ready report, so nothing gets modeled until it's been checked.
Featured in Data Science Weekly, Substack Issue 657, plus mentions across numerous tech blogs.
Issue 6159 sat open since 2021. A restriction in statsmodels blocked ARIMA configurations that applied seasonal differencing without also requiring seasonal AR/MA terms. I traced it into the Hannan-Rissanen estimator, fixed the underlying constraint, and got it merged into main.
Now applying that same discipline to fintech, where broken chronological continuity and subtle leakage don't just hurt accuracy, so they produce backtests that lie. Building reproducible pipelines for financial time-series, market-data ingestion, and risk & trading analytics, where every model trains on data that's been audited first.