Co-founder, Full-stack Data Scientist and Engineer2018 - PRESENTSelf-employed
Technologies: C++, R, Python, Cluster machine computing
- Co-founded the current firm with minimal initial resources and successfully developed stable business relationships with clients.
- Oversaw and implemented a full-stack system to provide high-frequency trading services to selected clients.
- Invented an in-house scheduler for cluster computing and an automated code generation system for efficient implementation from research to production.
Equity Options Trader2013 - 2017XR Trading LLC
Technologies: C++, R, Python, C#, SQL
- Created and managed the fully automated delta-one trading book that greatly augmented the profitability of the options trading business.
- Architected and oversaw the next-generation automated options trading system.
- Researched and demonstrated several new trading strategies to be fully deployed onto the next-generation trading system.
- Performed the daily operation and risk management of existing volatility trading strategies.
Financial Engineer2007 - 2010Spot Trading LLC
Technologies: C++, C#, R, Python, SQL, Excel, Windows HPC
- Researched and implemented several volatility surface skew models.
- Developed the in-house option pricing engine that replaced then industry-leading vendor products.
- Developed models and engines for real-time trading risk calculation.
- Developed the real-time volatility surface calibration system.
- Designed and implemented the firm's first-ever automated market-making system.