Quant For
Hire
Certified in Quantitative Finance (www.cqf.com/alumni-profiles/whos-qualified),
member of Paul Wilmott’s Wrecking Crew.
I’ve worked for several years in
Manhattan’s financial sector, including at Axis Capital, Tradeweb LLC, Moody’s
Investors Service, Bank of America Merrill Lynch and 7 City.
Strong background in research: Financial data acquisition,
literature searches. Current areas
of interest include market microstructure and transaction costs.
Condensed matter physicist:
Ph.D. from University of St. Andrews, Scotland; visiting research
assistant at Imperial College London, Solid State Experimental Physics;
post-doctoral fellow in computational physics at Northwestern University,
Evanston, Illinois, in Depts. of Astronomy & Physics and Materials Science. Published in Physical Review Letters.
Expert in quantitative and algorithmic coding in C# and C++,
prototyping in VBA and Mathematica, database processing in MS T-SQL and Oracle
PL/SQL. Available for assistance in
solutions in stochastic differential
equations, modeling (Black-Scholes, Monte Carlo, HJM, FD, et al.), simulations,
specialist in visualization.
Object-Oriented Coding Architect:
Expert group guidance and
mentoring for junior developers in need of
long-sighted discipline for robust,
maintainable, scalable code creation and elegant execution. Proficient in patterns,
multi-threading, parallel processing, WPF, WCF, Composite UI Application Block,
Enterprise Library, etc. Microsoft
Certified Partner, Microsoft Certified Solution Developer, Microsoft Certified
Database Administrator, former Microsoft Certified Trainer.
Decades of experience porting and scrubbing code;
migrating, smart formatting and scrubbing data; algorithmic data querying,
business intelligence.
Instructor in C# for quants.
Created course specializing in numerical and algorithmic uses of the .Net
libraries for quantitative finance.
Available for brief strategy sessions, short
contracts, or permanent employment:
quant@principiacorp.com / 212-249-7501
“Be brief, be bright, be gone.” – David Currier
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