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Adam Barr

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:
    • increasing parallelism,
    • 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.