420 paths, one shared factor in gold. Scroll, and the noise collapses onto it.
AI Platform & Infrastructure Lead · Abu Dhabi
SultanAlshamsi
I build AI platforms the way mission-critical systems should be run. Six years leading infrastructure at the Presidential Court. MSc in Computer Science (AI) at Khalifa University.
For six years I've kept mission-critical systems running. Now I build the platforms AI runs on: self‑hosted, observable and governed. Same discipline. New workload.
Chapter 01
Research
MSc work at Khalifa University: machine learning applied to pricing, trading and valuation. Results are reported as measured, including where a method gave something up.
Inside the model · COSC 612
The network that replaced the regression
At each of 49 exercise dates, a small network reads the price of every asset in the basket and estimates what holding the option is worth. If exercising now pays more, the model exercises.
d inputs → 64 → 64 → 32 → 1 · ReLU · dropout 0.1 · Adam · one network per exercise date
COSC 612 · 2026 · team of two
Deep learning for high-dimensional American option pricing
We replaced the regression step of Longstaff–Schwartz Monte Carlo with a PyTorch neural network, and benchmarked it against the classical polynomial method on baskets of 1 to 100 correlated assets with 50,000 simulated paths.
181×faster at 100 assets
39 s instead of 1.9 hours, with prices within $0.50 up to 15 assets and within $2 at 100.
Polynomial LSMCDeep LSMC
View the data
Assets
Polynomial (s)
Deep (s)
COSC 604 · 2025 · team of two
Reinforcement learning for trading under transaction costs
A trading environment with costs, turnover penalties and position limits. We trained PPO, DQN and a custom Double DQN, with a strict time-based split so the agents never saw the test period.
PPO earned less, but with far less risk: a higher Sharpe ratio and a third of the drawdown.
Unseen SPY test period, Aug 2022 – Dec 2023 · Sharpe in labelsView the data
Strategy
Return
Max drawdown
Sharpe
PPO agent
11.8%
−4.0%
1.61
Buy and hold
20.1%
−12.9%
0.90
Momentum
11.1%
−8.4%
0.80
COSC 606 · in progress
Residential sale-price prediction
A machine-learning pipeline on 1.19 million Connecticut property sales, cleaned and audited down to 558,000 arm's-length residential sales, with any field derived from the sale price removed so the model can't cheat.
All recorded sales, 2001–20241,188,997
Residential type recorded781,365
Arm's-length sales only561,861
Valid, in range, de-duplicated558,256
Split by time, sized by sales
Train · 2006–2021'222023–24
The model never learns from the future. Linear, regularised and tree-based models are being benchmarked next.
Chapter 02
Platform
Systems I've built in my own lab: private models, agents that run offline, and the plumbing that keeps them reliable.
Python · LiteLLM · Ansible
Self-hosted LLM platform
A private, fully on-premises LLM service. Open-weight models run on two inference hosts behind a LiteLLM gateway that load-balances, falls back when a host is down, and exposes one OpenAI-compatible API.
The lab underneath (Proxmox, kubeadm Kubernetes) is built and rebuilt end-to-end with Ansible.
Python asyncio · FastAPI
Offline agentic coding assistant
A multi-agent system (orchestrator, planner, task manager, code and shell agents) running entirely on local models, with a sandboxed tool layer, approvals and undo.
Local models lacked native function calling, so I implemented text-based ReAct tool calling: the agent writes a structured request, the system parses and runs it, and the user only sees the result.
illustrative run
Python · FinBERT · Interactive Brokers API
Multi-agent trading research stack
A modular pipeline from market and news ingestion through momentum and volatility factors, FinBERT news sentiment, volatility-targeted allocation and backtesting.
An agent layer (screener, risk, and a bull-versus-bear debate) places orders through Interactive Brokers paper trading, with a monitoring dashboard.
Chapter 03
Track record
From an ADIA scholarship to leading the platform behind mission-critical services, and now into AI.
Internships shown as points · bars to scale · swipe for earlier years
Coursework in AI, machine learning and computational finance, alongside full-time work.
2019 — present
Presidential Court
Systems & Virtualization Lead (Team Lead)
Lead the engineering team responsible for the enterprise virtualization platform behind mission-critical services.
Govern identity and access through Active Directory and role-based access control, applying least privilege to sensitive systems.
Automated provisioning, patching and health checks into repeatable, auditable jobs.
Own incident and change management under strict change control; mentor engineers across teams.
2013 — 2018
Purdue University
BSc Computer Science, Minor in Mathematics · ADIA Scholarship
2017
Principal Financial Group
Software Engineer Intern · USA
Migrated SQL reporting into a data mart and built API integrations (MuleSoft → Apigee).
2016
Abu Dhabi Investment Authority
Developer Intern
Built operational dashboards exposing performance bottlenecks and reliability targets.
AI & ML
PyTorch, scikit-learn, Hugging Face Transformers (FinBERT), Stable-Baselines3, Gymnasium; deep learning, reinforcement learning, NLP, time series, Monte Carlo simulation
VMware vSphere, Kubernetes (SUSE Rancher, kubeadm), Docker, Proxmox, Ansible, Linux and Windows, Active Directory and RBAC; SRE, monitoring and alerting, incident and change management