About

I'm Kacem. I build the systems that sit between a market and a model: the execution paths, the data plumbing, the parts that have to be right at p99.99.

Most of my work is quantitative finance seen from the engineering side — microstructure, risk, and backtests that are honest about their assumptions. That pulls in distributed systems (consensus, replication, tail latency) and, increasingly, AI: evaluating models the way you'd evaluate a strategy, and keeping inference cost on the balance sheet.

Everything here is plain Markdown in a public repository — readable without this site, and diffable when I change my mind.