Available for Missions

Strategy meets
Quant Logic.

I am a FinTech Strategist & Quantitative Analyst dedicated to turning complex financial datasets into scalable, high-growth business models. Merging robust financial modeling with modern data architecture to build tomorrow's financial ecosystems.

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Career Trajectory

Impact & Leadership

Scaling financial systems and pioneering algorithmic strategies.

2020 — Present

Director of Quantitative Strategy

Apex FinTech Solutions
  • Spearheaded a cross-functional team of 15 quants and engineers to rebuild the core pricing engine, reducing latency by 65% and increasing daily transaction volume limits by 400%.
  • Orchestrated the restructuring of a $1.2B derivatives portfolio, applying advanced Monte Carlo simulations to cut unhedged exposure by 22% during extreme market volatility.
  • Designed and deployed an automated liquidity forecasting model using Python/Pandas, saving 30+ hours of manual reporting per week for the executive board.
  • Negotiated API integrations with top-tier liquidity providers, securing institutional-grade execution speeds for retail trading clients.
2017 — 2020

Senior Investment Analyst

Vanguard Ventures
  • Led valuation processes for 14 successful M&A transactions in the SaaS and FinTech sectors, resulting in over $850M in deployed capital.
  • Built complex LBO and DCF models from scratch, identifying key margin expansion opportunities that yielded a 28% average IRR on closed deals.
  • Pioneered an alternative-data screening tool tracking GitHub commits and job postings to identify hyper-growth startups 6 months before Series B funding rounds.
2014 — 2017

Financial Risk Associate

Nexus Global Bank
  • Automated stress-testing protocols to comply with CCAR regulations, utilizing SQL and Tableau to visualize risk distributions across 5 asset classes.
  • Identified a $15M systemic pricing error in municipal bond feeds, prompting a global database audit and strict protocol revisions.
  • Collaborated directly with trading desks to enforce real-time VaR (Value at Risk) limits without stifling market-making capabilities.
Technical Stack Radar

Core Competencies

Bridging traditional finance theory with modern data engineering.

Financial Modeling

DCF & LBO Valuations 95%
Monte Carlo Simulations 88%
Portfolio Optimization 92%
Excel VBA Black-Scholes M&A Structuring

Data & Tech

Python (Pandas, NumPy) 90%
SQL / PostgreSQL 85%
Tableau / PowerBI 94%
AWS RDS Git REST APIs

Strategy & Risk

Market Entry Strategy 95%
Capital Allocation 90%
Regulatory Compliance 80%
Stress Testing Basel III Change Mgmt
Case Studies

Applied Expertise

Real-world financial systems architecture and strategic transformations.

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Algo-Trading Platform Optimization

Case Study: Audited and redesigned the execution logic for a mid-tier hedge fund. By transitioning from a synchronous SQL-based pipeline to an asynchronous Python architecture leveraging memory-mapped files, execution latency was reduced by 65%. Engineered slippage controls that improved alpha retention by an estimated 1.2% annually.

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Excel VBA Monte Carlo Tableau

Cross-Border M&A Valuation Framework

Case Study: Developed an institutional-grade valuation matrix for evaluating European FinTech targets. Integrated real-time FX hedging costs, disparate tax rate simulations, and multiple exit scenarios. This automated framework accelerated due diligence from 3 weeks to 4 days, resulting in two successful acquisitions within 8 months.

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Machine Learning SQL Scikit-Learn

AI-Driven Credit Scoring Engine

Case Study: Partnered with a neo-bank to augment their traditional FICO scoring model with alternative data streams (cash flow behavior, telecom utility payments). Trained Random Forest classifiers that reduced false-positive default predictions by 18%, safely expanding their addressable market for personal loans.

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Corporate Restructuring Playbook

Case Study: Authored a comprehensive strategic restructuring playbook for a struggling B2B payments processor. Conducted deep dive margin analysis to identify unprofitable client cohorts. Divested non-core assets, reallocated capital to API development, and guided the firm back to EBITDA positive within 14 months.

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Endorsements

Professional Trust

Feedback from industry leaders and former colleagues.

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"Julian possesses a rare combination of intense quantitative rigor and high-level strategic vision. His ability to distill a billion-dollar dataset into a clear, actionable board presentation completely transformed our approach to risk management."

Sarah Jenkins Chief Risk Officer, Apex FinTech
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"When it comes to financial modeling and due diligence, Julian sets the standard. His cross-border M&A frameworks were bulletproof, directly enabling our fund to capture significant alpha in competitive European markets."

Marcus Thorne Managing Partner, Vanguard Ventures
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"Julian doesn't just analyze data; he interrogates it until it reveals business value. He rebuilt our pricing engine logic from the ground up, modernizing our stack and solving latency issues we thought were permanent."

Dr. Elena Rostova VP of Engineering, Apex FinTech
Get in touch

Let's Engineer Your Next Strategic Move.

Open for challenging missions, freelance consulting, or strategic advisory roles in the FinTech and quantitative finance space. Reach out to discuss how we can align data with your business objectives.

Email Me

strategy@julianvance.finance

Location

London, UK (Available Globally / Remote)

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