MICKIAS AMBAYE

Finance, data, and commodity trade between Boston and Addis Ababa

Coffee$283.55-2.36%🌱Soybeans$1,183.00+0.21%🌾Wheat$650.00+1.13%🛢️Crude Oil$82.59-12.78%🔥Natural Gas$2.68+1.06%🇪🇹ETB/USD$0.0064-0.61%

About.

I'm the CFO at Muda Coffee, where I handle the financial side of exporting Ethiopian specialty coffee and agricultural commodities. Before that I worked in my family's import and construction business in Addis Ababa. I studied finance and business analytics at Hult, picked up some quant methods along the way, and now I spend most of my free time building models and writing code for things that interest me: option pricing, satellite data, NLP, trading systems. This site is where I keep all of it.

Day to day, I'm working on things like LC financing for coffee shipments, DCF models for equity analysis, or pricing derivatives with stochastic methods. I like building things that do something useful, and I like understanding how they work under the hood.

Boston, MA & Addis Ababa

Chief Financial Officer

Running finance for Muda Coffee's export operations between Ethiopia and the US

Quantitative Finance

Working through the CQF. Derivatives pricing, stochastic calc, risk models.

Global Commodity Trader

Ethiopian coffee, soybeans, wheat, sesame. Getting it from farm to port to buyer.

Data & Analytics

Python, R, SQL. Building models because I find it interesting.

Business Verticals.

The different parts of the family business

Commodity Export

Ethiopian Specialty Coffee & Agriculture

We source and export Ethiopian specialty coffee, soybeans, and wheat. Direct relationships with producers across Ethiopia's main growing regions.

Ethiopian Specialty Coffee (Yirgacheffe, Sidamo, Guji)SoybeansWheatSesame Seeds

Industrial Import

Raw Materials & Construction

We import raw materials and industrial supplies for construction and manufacturing in Ethiopia.

Metal Sheet Bars & SteelPVC & PlasticsCeramic TilesRebars & Construction Steel+2 more

Real Estate

Property Investment & Development

Commercial and residential real estate in Ethiopia — development, investment, and management.

Commercial PropertiesResidential DevelopmentProperty Management

Furniture Manufacturing

Design & Production

We manufacture furniture using imported raw materials and local craftsmanship for the Ethiopian market.

Commercial FurnitureResidential CollectionsCustom Manufacturing

Quantitative Research.

Derivatives pricing, risk modeling, and stochastic calculus

Black-Scholes

C = S₀N(d₁) − Ke⁻ʳᵀN(d₂)

GARCH(1,1)

σ²ₜ = ω + α·ε²ₜ₋₁ + β·σ²ₜ₋₁

Geometric Brownian Motion

dS = μSdt + σSdW

Certificate in Quantitative Finance (CQF)

In Progress

Advanced program covering derivatives pricing, risk management, stochastic calculus, numerical methods, and machine learning in finance.

Financial Transmission Rights Pricing

Most option pricing models assume the underlying is a stock or a commodity. This paper takes the Black-Scholes framework and adapts it for Financial Transmission Rights, where the underlying is congestion risk on a power grid. Includes jump-diffusion models, seasonality adjustments, and interactive LMP charts.

DerivativesBlack-ScholesEnergy MarketsRisk Management

Advanced Option Pricing Model

A pricing suite covering Black-Scholes-Merton, Heston stochastic volatility (via Fourier transforms), and Monte Carlo simulation with antithetic variates. Includes full Greeks surfaces and 3D volatility visualization. Built as a Streamlit dashboard.

DerivativesPythonStochastic VolatilityStreamlit

Advanced ML Trading System

Implementation of methods from Lopez de Prado's Advances in Financial Machine Learning. CUSUM filters for event detection, triple barrier labeling, meta-labeling for signal confidence, purged K-fold cross-validation, and Kelly criterion for position sizing. Built in Python with XGBoost.

Quantitative FinanceMLPythonXGBoost

Analytics Portfolio.

Financial modeling, machine learning, and data-driven research

quantComing Soon

Advanced Option Pricing Model

A pricing suite covering Black-Scholes-Merton, Heston stochastic volatility (via Fourier transforms), and Monte Carlo simulation with antithetic variates. Includes full Greeks surfaces and 3D volatility visualization. Built as a Streamlit dashboard.

BSM pricing with full Greeks surface
Heston model via Fourier transforms
3D volatility surface visualization
DerivativesPythonStochastic Volatility
valuationComing Soon

Amazon Comprehensive Financial Analysis

Full financial analysis of Amazon: income statement forecasting, balance sheet projection, DuPont decomposition, WACC estimation, and DCF modeling with Monte Carlo simulation on terminal value.

5-year revenue and margin forecasting
DuPont decomposition of ROE drivers
WACC estimation and sensitivity analysis
DCFValuationFinancial Modeling
data-science

Nike Brand Perception NLP Analysis

Scraped 300K+ reviews from the App Store, Reddit, and Trustpilot for Nike, Adidas, and Under Armour. Ran sentiment analysis (NRC, AFINN, Bing lexicons), LDA topic modeling, TF-IDF, and aspect-based sentiment on price, quality, and sustainability. Built in R.

Multi-platform data collection (App Store, Reddit, Trustpilot)
Comparative brand sentiment analysis
Topic modeling for brand perception drivers
NLPSentiment AnalysisR
data-science

Urban Heat Island ML Explorer

Interactive satellite ML classification explorer covering Rio de Janeiro, Santiago, and Freetown. Classifies urban heat island zones using the features extracted by UHI-Pipe.

Satellite imagery processing pipeline
Multi-city heat island classification
Interactive visualization dashboard
Satellite MLGeospatialPython
data-science

MNIST: MLP vs CNN

Technical comparison of a Multilayer Perceptron and Convolutional Neural Network on MNIST digit classification. Includes 3Blue1Brown-style architecture visualizations, convolution operation animations, and analysis of why spatial awareness matters.

99.29% CNN accuracy vs 97.92% MLP accuracy
Interactive neural network architecture visualizations
Step-by-step convolution operation animation
Deep LearningPythonTensorFlow

Experience.

Work I've done in finance, trade, and operations

Chief Financial Officer

January 2024 to Present · District of Columbia, USA

Running the financial side of a family coffee export business — budgeting, pricing, risk, and getting operations off the ground in the US market.

  • Handle all financial operations: budgeting, cash flow, and planning with Excel models
  • Grew sales to over 50 containers in two years through better pricing and inventory management
  • Built pricing and risk strategies for coffee futures and FX exposure
  • Set up Odoo ERP for inventory management across the business
  • Represented Muda Coffee at the Chicago Specialty Coffee Expo and Boston Coffee Expo
  • Built and maintain the MudaCoffee website

Operations & Business Development

Haileselassie Ambaye Industrial PLC

April 2020 to January 2021 · Addis Ababa, Ethiopia

Worked across the family's operations — procurement, audits, asset management — in a business that covers real estate, coffee, exports, furniture, and consumer goods.

  • Traveled to remote regions for site audits on coffee sourcing and furniture manufacturing, verifying deliverables before releasing financing
  • Handled procurement of building materials for apartment developments and acquired a furniture showroom
  • Restructured the vehicle fleet from 87 to 20 units — sales negotiations, loan compliance, ownership transfers
  • Coordinated asset valuations for loan renewals and managed export document approvals
  • Worked as the link between the company, construction firms, and architecture consultants
  • Did market research that directly shaped our sales approach

Earlier Roles

Architecture Intern

Bereket Tesfaye Consulting Architects

March 2020 to June 2020 · Addis Ababa, Ethiopia

Made 3D models and hand-carved designs for luxury apartments and office buildings.

Assistant Project Manager

Nayna Rotaract

February 2019 to February 2020 · Addis Ababa, Ethiopia

Helped raise money to build a primary and middle school for an orphanage.

Education.

Where I studied and what I focused on

Master of Science

Finance

Hult International Business School

Cambridge, MA · August 2025GPA: 3.6

Focus Areas

DCF ValuationsPortfolio OptimizationFinancial ModelingValue at Risk (VaR) AnalysisStrategic Planning

Key Coursework

Portfolio ManagementFinancial AnalysisCorporate FinanceAlgorithmic Trading in Python

Master of Science

Business Analytics

Hult International Business School

Cambridge, MA · April 2026GPA: 3.81

Focus Areas

Predictive Financial ModelingData-Driven ForecastingLinear Portfolio OptimizationMachine Learning

Key Coursework

Analytics and ForecastingData VisualizationStatistical ModelingAlgorithmic Trading in Python

Hult International Business School

Bachelor of Science, Business Administration

Cambridge, MA

GPA: 3.7

August 2024

Harvard University Extension School

Coursework, Finance, Computer Science & Security

Cambridge, MA

GPA: 4.0

July 2023

Certificate in Quantitative Finance (CQF)

Certificate, Quantitative Finance

Online

Current

In Progress

Skills & Tools.

What I work with day to day

Core Competencies

Proficiency across six domains

Finance & Valuation

DCF modeling, derivatives pricing, portfolio optimization, and risk analytics

DCF / Financial Modeling
95%
Relative Valuation / Comps
92%
Portfolio Optimization
85%
Value at Risk (VaR)
82%
Monte Carlo Simulation
80%
CAPM / APM / WACC
90%
Fixed Income Valuation
78%
Derivatives & Options
80%
Dividend Discount Model
88%
Sharpe Ratio / Risk Metrics
85%

Programming & ML

Python, SQL, ML (supervised/unsupervised), NLP, geospatial analytics, and satellite data processing

Python
90%
SQL / PostgreSQL
88%
R
75%
Advanced Excel / VBA
95%
Machine Learning (XGBoost, RF, KNN, CNN, MLP)
85%
NLP / Sentiment Analysis
78%
Unsupervised Learning (K-Means, Hierarchical)
80%
Geospatial / Satellite ML (Sentinel-2, Landsat)
75%
Algorithmic Trading, Data Science, ML

Tools & Platforms

Power BI, PostgreSQL, Snowflake, Supabase, MongoDB, Fabric, ERP systems, and visualization tools

Power BI
88%
PostgreSQL / Supabase
85%
Snowflake
82%
MongoDB / NoSQL
72%
Microsoft Fabric
70%
Odoo ERP
85%
Tableau
80%
Bloomberg, Odoo ERP, Tableau, Advanced Excel

Methodologies & Frameworks

Methods and frameworks I use in my projects

Lopez de Prado ML FrameworkBlack-Scholes / HestonMonte Carlo SimulationTriple Barrier LabelingPurged K-Fold CVCUSUM FiltersKelly CriterionSentiment Analysis (NRC/AFINN)LDA Topic ModelingSpectral Index Engineering

Let's Connect.

If you want to talk about coffee, finance, data, or working together on something — reach out. I'm easy to get in touch with.