Brian Banna

Brian Banna

I'm a Master's student in Data Science with a minor in Financial Engineering at EPFL, focused on quantitative modelling, systematic trading strategies and commodity markets.

About

Brian Banna

My work focuses on quantitative modelling and financial data analysis. I develop systematic models and research frameworks to study market dynamics with a particular interest in commodities and trading strategies.

I previously worked in quantitative research related to commodity markets where I built market signals using production data, refining capacity and global trade flows. In parallel, I have developed several research projects around systematic trading strategies, including market regime modelling, futures curve factor strategies and statistical arbitrage models.

Previously, I served as President and Head of Sales at Junior Entreprise EPFL, Switzerland's largest student run consultancy. I led a 35 person team and managed more than CHF 500k in project volume, driving 22% YoY revenue growth and personally closing CHF 430k across projects in finance, commodities and energy.

Outside of work, I'm interested in financial history and its links to global politics, classical and practical philosophy, horology and tennis.

Tech Stack

Python
R
Java
TypeScript
Scala
PostgreSQL
NumPy
Pandas
scikit-learn
Python
R
Java
TypeScript
Scala
PostgreSQL
NumPy
Pandas
scikit-learn
PyTorch
TensorFlow
Matplotlib
Plotly
Jupyter
Git
Docker
Linux
PyTorch
TensorFlow
Matplotlib
Plotly
Jupyter
Git
Docker
Linux

Projects

Selected research projects in systematic trading and quantitative modeling.

Adaptive Statistical Arbitrage in Commodity Spreads

Adaptive Statistical Arbitrage in Commodity Spreads

Cointegration-based spread trading on commodity pairs using Kalman filter hedge ratios, regime-aware signal generation, and systematic backtesting.

Market Regime Modeling for Systematic Trading

Market Regime Modeling for Systematic Trading

Commodity Futures Curve Modeling and Factor Trading

Commodity Futures Curve Modeling and Factor Trading

AirJav

AirJav

Get in touch

Feel free to reach out for collaborations or just a friendly chat.