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Richard Hardebeck

Richard Hardebeck

Guildford, United Kingdom
Member since February 2, 2016
Richard has worked at a broad range of companies from small startups to large multinationals with often overlapping roles of software developer, quantitative analyst, and financial market professional. He is comfortable with all aspects of software development, from writing efficient algorithms and data structures, designing full system architectures, and managing and improving interfaces with legacy code.
Richard is now available for hire
  • Finance, 12 years
  • Microsoft SQL Server, 10 years
  • C#, 10 years
  • Algorithmic Trading, 5 years
  • Machine Learning (ML), 5 years
  • CRM, 5 years
  • GPGPU, 3 years
  • .NET Core, 1 year
Guildford, United Kingdom
Preferred Environment
Windows, Visual Studio, Git
The most amazing...
...project I've completed is the design and implementation of an algorithmic trading strategy using custom built machine learning techniques and research tools.
  • Team Lead
    2016 - 2016
    • Created Microsoft Dynamics CRM plugins and IOrganizationService for extending functionality of core product.
    • Built REST and SOAP based APIs for external systems to interface with our custom Dynamics CRM data model.
    • Wrote C# integrations between Dynamics CRM and external third-party systems including Sage, Open Accounts, Exchequer, and Access Dimensions.
    • Designed a single unified interface to provide Dynamics CRM-based financial data to external software with required flexibility but minimal developer effort.
    • Identified accumulated technical debt within the code base and communicated the benefits of reducing it to senior management.
    • Formulated and implemented an incremental plan to refactor the existing code base to improve product reliability and developer productivity.
    • Sat on a company-wide technical architecture board to decide on best development tools and processes.
    Technologies: C#, Dynamics CRM, SQL Server, VSTS, REST, SOAP
  • Developer, Founder, and Director
    Malbec Trading
    2015 - 2015
    • Drove the business to provide investment advisory and management services for a specific client.
    • Developed the full life-cycle of all systems, implemented primarily in C# .NET.
    • Developed high reliability real-time signal generation, portfolio optimization, and trade execution systems.
    • Built custom data compression algorithms to allow fast random access to large quantities of historical trade data (~10 billion ticks) from exchanges for back-testing tools.
    • Created GPGPU machine learning optimization algorithms written in CUDA exploiting SIMD architecture to allow massively parallel evaluation of millions of trading strategies per second.
    • Developed rich WinForm GUIs for data analysis and visualizations using a model-view-controller framework.
    • Utilized custom statistical and cross-validation methods to address over fitting in machine learning algorithms.
    • Built all systems on top of a functional reactive data flow programming library designed and implemented over the course of four years. Key features are the lazy and partial re-evaluation of nodes in the function composition graph and higher order functions allowing self-modification of the graph.
    Technologies: C#, CUDA
  • Developer, Research Analyst, and Portfolio Manager
    Callisto Asset Management/Solo Capital
    2011 - 2015
    • Built a custom back-testing platform with emphasis on cross-validation to prevent over-fitting.
    • Created tools to view, clean, aggregate, and update 18+ years of historical tick data.
    • Built real-time automated trade generation and routing for the FIX engine for execution.
    • Made and documented a scientific discovery of novel trading strategies using machine learning and statistical inference methods to maximize robustness.
    • Produced many human understandable models diversified across time and market.
    Technologies: C#, CUDA, Excel VBA
  • Equity Derivatives Trader
    JP Morgan
    2009 - 2011
    • Priced and hedged financial derivatives.
    • Coded an Excel VBA system to construct and maintain a relative value arbitrage portfolio for single stocks vs. index options correlation positions.
    • Implemented a correlation relative value arbitrage book.
    • Built tools and conducted research projects to identify market inefficiencies.
    Technologies: Excel VBA, SQL, Propiatery tools
  • Senior Developer
    Lehman Brothers
    2007 - 2008
    • Enhanced features, extended functionality, fixed bugs, and maintained an extensive existing code base for systems providing risk and PnL numbers to traders and risk managers.
    • Successfully improved speed and reliability of live data for a trading desk.
    • Provided overnight support for extensive batch processing systems integrating with numerous internal and external counter-parties.
    Technologies: C#, Java 6, SQL (Sybase, Oracle)
  • Developer, Founder, and Director
    2003 - 2007
    • Designed and implemented bookings management software for hotels, conference centers, and activity centers.
    • Led the development team working with a business partner.
    • Created a C# ASP .NET web interface with SQL Server back-end allowing staff to make bookings, create invoices, print confirmations, and generate customizable management reports.
    • Provided dynamic generation of HTML, CSS, and JavaScript to provide an early example of a rich web-based GUI.
    Technologies: C# ASP.NET, SQL Server, JavaScript, CSS
  • Developer
    2002 - 2003
    • Worked on systems providing risk and PnL numbers to traders and risk managers in equity derivatives.
    • Provided overnight support duties for batch processing systems.
    Technologies: C#, Java, C++, Perl, Tibco, SQL (Sybase)
  • Developer and Researcher
    University of Bristol
    1999 - 2002
    • Worked on an industrial sponsored research project as part of my final two years of a mechanical engineering degree.
    • Modeled abstractions of the engineering design process that was used to organize and retrieve information about actual engineering projects.
    • Implemented the project in Java using POET (an object-relational database mapping) with Oracle back-end.
    • Continued to work on the project as a contractor for two years after graduation.
    Technologies: Java
  • Flexibook (Development)

    Started a software company in 2003 with a business partner to create a resource management system for hotels, conference centers and activity centers. Written in C# ASP.NET and SQL Server, the system provided an early example of a rich web-based GUI. In use by 23 enterprise customers around the UK, including Girlguiding UK.

  • Reactive Data Flow Programming Library C# .NET (Development)

    Having worked on many real world software design problems, a data flow programming library would have made implementation much simpler. However, when working with large amounts of data, this approach can become slow or memory intensive if memorization is used. To solve these problems, I designed and implemented a data flow library that supports partial re-evaluation: The delta of the output of a function can be recomputed given the delta of its inputs. This can in may cases be much faster.

  • MSc Financial Mathematics Thesis (Development)

    'Optimal Hedging in Discrete Time by Hedged Monte-Carlo'. A investigating into some novel numerical methods of option valuation.

  • MSc Financial Mathematics Prize (Other amazing things)

    Graduated top of the year and won the Best Overall Performance prize with exam average of 92%.

  • Languages
    C#, SQL, Visual Basic for Applications (VBA), Java, R, Perl, C++, JavaScript
  • Frameworks
    NUnit, ASP.NET, .NET, .NET Core, ASP.NET Web API, Rx, WPF, ASP.NET Core
  • Libraries/APIs
    WinForms, Bloomberg API, LINQ, Reactive Extensions, TIBCO
  • Tools
    Visual Studio, Microsoft Excel, Microsoft Dynamics CRM, GitHub, Microsoft Team Foundation Server, Mathematica, Virtual Studio Team Services (VSTS), Git, MATLAB
  • Paradigms
    Object-oriented Programming (OOP), Functional Programming, Test-driven Development (TDD), Unit Testing, Functional Reactive Programming, MVC Design, Object-oriented Design (OOD), Concurrent Programming, Agile Software Development, GPGPU
  • Platforms
    CUDA, Windows 10, Azure, DNN, Oracle
  • Storage
    Microsoft SQL Server, Sybase
  • Misc
    Integration Testing, CRM, Trading, Evolutionary Algorithms, Algorithmic Trading, Statistics, Risk Analysis, Applied Mathematics, Options Theory, Finance, Optimization, Data Compression, Machine Learning (ML), Genetic algorithms, Data Visualization, Octopus Deploy
  • M.Sc. degree in Financial Mathematics
    Kings College London - London
    2008 - 2009
  • M.Eng. degree in Mechanical Engineering
    University of Bristol - Bristol, UK
    1996 - 2000
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