Quantitative Developer
Quantbot Technologies
2014-05-01-Present
We're a black box, 100% automated, quantitative trading firm that trades equities and futures with time horizons ranging from microsecond...
We're a black box, 100% automated, quantitative trading firm that trades equities and futures with time horizons ranging from microseconds to days. I've worked on nearly every area of a trading system: market data and order entry, backtesting, core infrastructure, market making/taking strategies, python-based machine learning, operations automation, inter-process communication, middleware, performance optimization, signal/alpha research, and more. These days I write about 50% c++ and 50% python. I'm also a central point of contact for many of our quants.
Software Developer
Susquehanna International Group
2007-07-01-2014-04-01
Index Desk Developer. I worked on a low-latency, co-located, distributed ETF and futures trading platform. I was a primary developer on ...
Index Desk Developer. I worked on a low-latency, co-located, distributed ETF and futures trading platform. I was a primary developer on most aspects of the system. We rewrote it from scratch about halfway through my time at SIG. Similar job description to what I do now at Quantbot, except it was less quantitative and more about low latency and user interaction. I was the main point of contact for requests from Index Desk traders, and they frequently requested new trading behavior and controls.