Write
Contribute

Same knowledge
better
documentation.

The XVA and quant space has brilliant people doing serious work that never gets written down properly. I'm building a place to fix that, and I'm looking for people who want to help. Co-author a post, design a course, or run a modelling session.

Seven chapters published across two series, with every formula derived, every chart reproducible, and every code snippet tested against the xvafoundations library.

Open to contributors
Get in touch

Response time: I reply to genuine pitches within a few days. The best messages are specific about what you know and what you want to build.

7+
Years in quantitative finance across investment banking, model design, and production engineering. That's the context behind every post and session on this site.
HSBC · Exiom · Mazars
7
Chapters published across Interest Rate Modeling and XVA Computation. Written for practitioners who build, not just read.
kerzika.com · Writing
2
Paths into the project: co-author a technical piece, or run a hands-on modelling session. If your expertise doesn't fit neatly into either, reach out anyway.
See below
Contribution paths
Two ways
to get involved.

This is a starting point, not a rigid structure. If you have something worth sharing and none of these quite fit, reach out anyway. The best collaborations rarely arrive fully formed.

01
Writing
Contribute to the Series

The best writing on quantitative topics comes from practitioners, not textbooks. If you have something to say about how things actually work in your area, I would like to help you write it down and put it in front of an audience that will appreciate it.

  • Cross-disciplinary pieces connecting your expertise to XVA or risk systems
  • Practitioner perspectives and debate features on live industry questions
  • Guest contributions that extend or challenge the XVA Computation series
  • Course design from topic outline to structured written chapters
  • Interview-style deep dives into your workflow, your model, your desk experience
02
Training
Modelling Sessions and Desk Walkthroughs

For students, junior practitioners, or small teams who want to work through quantitative modelling in a hands-on setting. We go deeper into the material covered in the writing, with live examples, derivations, and real questions. The goal is understanding, not a deliverable.

  • XVA mechanics: exposure simulation, calibration, CSA and netting-set construction
  • Calibration deep-dives: Hull-White, Heston, cross-asset correlation structures
  • AI tooling for quant work: DML, LLM diagnostics, BiGAN scenario generation
  • Aimed at final-year students, model validators, and junior quant developers
  • Open-ended and structured around the questions, not a fixed slide deck
Pitch your idea
Tell me what
you have in mind.

I read everything and reply within a few days. A rough idea, a half-formed question, a disagreement with something I wrote; any of these is enough to start a conversation.

Preferred channels
Send a message
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