9 years experience of quant finance on the JVM.
Strategist, GSA Capital
Member of 2-person trading group running trading models over various time horizons. Involved with all aspects of the research and trading process.
Researched and implemented high-frequency trading algorithms, both for execution of longer-term orders and as standalone models.
Developed and supported research infrastructure including:
distributed parallel calculation of trading signals and statistics,
caching and optimized lookup of data provided by other groups within the firm,
data extraction from external files received daily via email with wide range of types/formats.
Reduced internal latency of trading models from multi-millisecond range to low tens of microseconds by:
eliminating garbage in latency-critical code,
use of lock-free algorithms and datastructures.
Followed and promoted agile best practices, including:
TDD codebase of extensively unit- and integration-tested code,
fully automated build/test/deploy pipeline,
version-controlled, easily reproducible & deployable production environment.
Execution Services Group, GSA Capital
Implemented trading strategies used to execute significant proportion of firm's daily order flow.
Contributed to firm-wide execution/high-frequency trading framework that is still in use for all internal execution.
Produced daily reports containing analysis of execution performance.
Core Technology, GSA Capital
Built and maintained front- and back-office computer systems.
MSci Computer Science, University College London
1st Class Honours.
Overall Academic Achievement Prize.
CSFB Prize for Performance in Practical Subjects.
BASI Level 2 Ski Instructor.
Royal Marines Reserve
Completed Reserve Forces Commando Course at CTCRM Lympstone.