Former compiler writer, currently head of algorithmic trading for a hedge fund, still write code for 80% of my day.|
I love my job and my team but I'm always willing to talk if you have an interesting opportunity.
If you need a trading system built, I'm the person you should be talking to. I love to talk algo strategies and implementation!
Currently using Complex Event Processing, F#, ZeroMQ.
R has been a mainstay in my toolbox for the past few years. It's replaced excel for me for all but the most simple tasks. I probably spend half my day in RStudio and in finance saying something replaced excel is high praise.
I've used C and C++ for more than 10 years in a portfolio risk analytics and instrument pricing capacity. I'm pretty comfortable writing high performance, low latency code.
I'm fairly competent in Haskell and OCaml, especially their FFI's, as you can't really do anything without dropping to C:)
If you've made it this far and feel like you'd like to chat, please don't be shy at all and reach out to me. I'd love to chat.
Contact me: firstname.lastname@example.org