Mihai Cosma
+1 (613) 413-0204 · mcosma@gmail.com
· mihaicosma.com
· github.com/wakamex
Senior finance and quantitative practitioner with 12 years in Canada's foreign-reserve program, including co-leading a $20 billion non-USD credit portfolio and managing credit allocation in a €14 billion portfolio. Built Python trading, fuzzing, and protocol-risk systems in DeFi. Since February 2026, published 10 applied autoresearch field reports across search, ML/RL, simulation, inference, and software automation that explicitly label evidence boundaries, failures, and promotion authority.
Python · SQL · PostgreSQL · JAX · DuckDB · agent evaluation · reinforcement learning · financial markets
Selected Applied AI and Software Work
- Autoresearch field reports Published 10 applied campaigns from February through August 2026 across search, ML/RL, simulation, inference, and software automation. The reports include negative results and distinguish adaptive discovery from promotion evidence.
- Agent Orchestration Process Built and published a Python CLI for bounded unattended work across eight coding-agent harnesses, with isolated worktrees, deadlines, least-authority profiles, exact session resume, declared artifact validation, and durable evidence.
- Tactics.md Tested 102 CPU-pipeline interventions and uncovered eight correctness defects, then evaluated 435 neural-model result bundles. Under an equal move budget, the model with the best validation loss played worst among matched candidates.
- FreeTranscribe.org Built and operate an AI transcription service with a production-priority GPU queue. A sealed promotion doubled warm inference throughput on a shared RTX 3090 without increasing errors across 295 cases.
- FlySim Built a public flight-control stack with a CPU reference environment and batched JAX reinforcement learning. Exact replay localized a simulation-to-live coverage gap; retraining eliminated 14% control clipping without weakening live safety limits.
Work Experience
- Managed and curated vaults; produced protocol-risk analysis and monitored transaction, liquidity, oracle, and smart-contract data
- Used Python, SQL, and PostgreSQL to combine blockchain and internal data, investigate anomalies, and support decisions
- Led go-to-market and outreach for the EulerSwap protocol
Research Assistant → Trader Analyst → Portfolio Manager → Policy Analyst → Senior Portfolio Manager
- Co-led a $20 billion non-USD credit portfolio comprising SSA and EGB securities in EUR and GBP
- Outperformed a dynamic benchmark through discretionary credit allocation in a €14 billion euro SSA portfolio
- Built quantitative models, a portfolio-construction framework, and a backtesting framework used to challenge modelling assumptions
- Briefed senior management on fixed-income markets, portfolio risks, and investment recommendations
- Coded cross-currency swap pricer and interest rate simulation for capital efficiency (paper)
Education