Building trading and market data group from
grounds up, heading front office development, overseeing IT enterprise architecture, managing performance improvements in electronic trading systems; project and development management
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python ( 10 yrs )
C++ ( 9 yrs )
Java ( Core 8 yrs )
perl (8 yrs )
kdb+/q ( 7 yrs )
C (10 yrs )
FORTRAN ( 8 yrs )
R ( 5 yrs, hypothesis testing/regression,purrr,tidyverse,knitr )
Linux, Solaris, Windows, embedded devices
TCP/IP, RPC, tcpdump, traceroute...
Posix threads, unix IPC
HDFS, Apache Spark/Kafka, ELK
Solace, 0mq, Tibco RV, FIX
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- Regression and econometrics
- In-depth experience in data cleaning,
quantitative data analysis
- communication with trading and brokerage desks in
areas of FI and equities
- advance quantitative degree (Ph.D.)
- matlab/SAS ( 1yr)
- Understanding of stochastic calculus,
statistics
and finance. Ph.D.
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