Verified Expert in Engineering
Chris Maierle is a seasoned data scientist, trader, and researcher. He has extensive experience applying and developing quantitative and machine learning models in both finance and academic contexts. Recently, Chris worked at XR Trading as a high-frequency trader, and before that was a quantitative analyst at Goldman Sachs.
Python, Qt, SQL, R, C++, Jupyter Notebook, MacOS, Windows, Linux
The most amazing...
...thing I've developed is a high-performance and flexible plotting tool for visually inspecting high frequency time series data.
Trader | Data Scientist
- Researched, developed, and implemented high-frequency trading strategies using Python, R, and C++.
- Tracked issues and fixed them using Atlassian Jira, Git repositories, and unit testing.
- Developed and optimized machine learning pipelines using supervised and unsupervised learning.
- Created an interactive high-performance plotting tool for graphically investigating high-frequency time-series data.
- Parsed binary messages to extract data and insights supporting the business.
- Gave regular presentations on the research status and current business activities.
- Managed the pricing and risks for products including equity, rates, FX, and credit components.
- Implemented model valuation tests and documentation in compliance with federal regulations.
- Developed the firm’s first ALM model covering the global equity division.
- Implemented electronic connections to Bovespa for the automation of stock-lending trades.
University of of San Francisco, SF State University, Diablo Valley College, Laney College
- Planned and presented lectures for college-level chemistry classes.
- Prepared and performed engaging and interactive demonstrations.
- Coordinated with teaching assistants and laboratory staff.
Data Wrangling Projects
No matter what the end product is, the process starts with understanding the value the business expects to extract from data as well as any expected challenges or known deficiencies in the data. As a second step, I establish access to the data in R or Python and start exploring. I'm looking to see how complete the data is, whether there appear to be errors, and most importantly, am looking to see that the data shows the trends or relationships expected by the business.
The final step is to set up reports, dashboards, or APIs that expose the data. Usually, this will involve creating intermediate processes to clean, transform or process the data as well as setting up monitoring to make sure that the intermediate processes continue to function properly in the background.
High Performance Time Series Plotting Tool
Efficient Custom Loaders for Binary Data
PyQt, Scikit-learn, Pandas, Matplotlib, Bloomberg API, TensorFlow, PyTorch
Data Science, Quantitative Research, Test-driven Development (TDD)
Financial Modeling, Quantum Computing, Quantitative Modeling, Research, Physics, Chemistry, University Teaching, Mathematics, Machine Learning, Data Visualization, Feature Analysis, Predictive Analytics, Data Analysis, Quantitative Analysis, Quantitative Finance, Trading, Options Theory, Options Trading, Option Pricing, Futures, Equity Market Data, Equity Financing, Trading Applications, Visualization, Derivatives, Equity Derivatives, Monte Carlo Simulations, Organic Chemistry, Statistics, Data Modeling, Statistical Modeling, Data Analytics, Statistical Analysis, Statistical Data Analysis, Web Scraping, Scraping, Stock Trading, Forex Trading, Forex, Financing, Time Series Analysis, Biology, Geology, Computer Science, Cython, Deep Learning, Natural Language Processing (NLP), Bokeh, Futures & Options, Finance, Visualization Tools, APIs, GPT, Generative Pre-trained Transformers (GPT)
Git, Microsoft PowerPoint, Microsoft Excel, Excel 2016, Jira, Wireshark, Bloomberg, Excel 2013
Linux, Jupyter Notebook, Windows, MacOS, Amazon Web Services (AWS)
Relational Databases, Google Cloud
Master's Degree in Financial Engineering
University of California, Berkeley—Haas School of Business - Berkeley, CA, United States
Ph.D. in Theoretical Chemistry
University of California, Berkeley - Berkeley, CA, United States
Bachelor of Arts Degree in Integrated Science Program
Northwestern University - Evanston, IL, United States