A highly motivated, self-starter and enthusiastic software engineer with 13 years of experience in quantitative and trading application development for the financial industry. I bring a passion for innovation and a track record of delivering high-performance solutions to complex financial challenges
CapitaLab is a quantitative financial technology group within BGC Partners, responsible for optimising portfolios of financial derivatives for large investment banks and buy-side clients.
Tech lead embedded in the quant team I was responsible for the architecture, performance and scalability of the portfolio optimisation engine.
Delivered exponential performance gains in the portfolio compression engine: from 2h30 to 3 mins through algorithmic complexity reduction and better use of data structures.
Halved the memory used by the risk calculation engine by fixing memory leaks and improving the multi-processing implementation.
Improved the test framework: 3x test cases for 25% of run time through better parallelisation.
Optimisation of SQL queries joining tables with billions of lines through indexing.
Coached the quants on clean code, system design and test automation principles.
Main technologies: Python, SQL Server, F#, multi-processing.
