Richard is available for hire
Hire RichardRichard Hardebeck
Verified Expert in Engineering
Algorithmic Trading Developer
Location
Woking, United Kingdom
Toptal Member Since
March 28, 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 and designing full system architectures to managing and improving interfaces with legacy code.
Portfolio
Homelyfe
REST, Entity Framework, F#, Microsoft SQL Server, Web API, ASP.NET, Azure...
Silverbear
SOAP, REST, Visual Studio Team Services (VSTS), Microsoft SQL Server...
Malbec Trading
NVIDIA CUDA, C#
Experience
Availability
Part-time
Preferred Environment
Git, Visual Studio, Windows
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.
Work Experience
Principle Architect
2017 - PRESENT
Homelyfe
- Built several RESTful C# ASP.NET Web API services to allow quoting, purchase, management of insurance policies for consumers. Deployed to Azure, using EntityFramework to query and update Azure SQL Server.
- Designed and built a pricing engine web API in C# ASP.NET accepting customer attributes and returning an insurance premium. Large static tables of data retrieved from Azure Blob and Table storage and cached in memory efficient data structures to provide ~3ms response time. The completion of the project allowed a home insurance product to launch on time following the failure of a third-party API. The Pricing Engine web API involved complex calculations that needed to be correct and very reliable. This was achieved by decomposing the calculation into components and unit testing each possibility separately, then writing code that combined these individual tests into a full regression test that could be run against the service.
- Designed and built an inference engine web API in C# ASP.NET Core to pre-fill answers to questions based on previous answers. This enabled the technical delivery of the Homelyfe mission, "insurance made easy." Dramatically reduced the cost of quoting and marketing by replacing third-party APIs while improving accuracy.
- Mentored junior developers.
Technologies: REST, Entity Framework, F#, Microsoft SQL Server, Web API, ASP.NET, Azure, .NET Core, C#
Team Lead
2016 - 2016
Silverbear
- Developed Dynamics CRM plug-ins and interfaces via the API for extending the functionality of the 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.
- Identified technical debt and formulated an incremental plan to re-factor.
- Sat on a company-wide technical architecture board to decide on best development tools and processes.
Technologies: SOAP, REST, Visual Studio Team Services (VSTS), Microsoft SQL Server, Microsoft Dynamics CRM, C#
Founder
2015 - 2015
Malbec Trading
- 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: NVIDIA CUDA, C#
Developer, Research Analyst, and Portfolio Manager
2011 - 2015
Callisto Asset Management/Solo Capital
- 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: Excel VBA, NVIDIA CUDA, C#
Equity Derivatives Trader
2009 - 2011
JP Morgan
- 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: Tools, SQL, Excel VBA
Senior Developer
2007 - 2008
Lehman Brothers
- 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: Oracle, Sybase, SQL, Java 6, C#
Co-Founder
2003 - 2007
Magio
- 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: CSS, JavaScript, Microsoft SQL Server, C#, ASP.NET
Developer
2002 - 2003
Citigroup
- 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: Sybase, SQL, TIBCO, Perl, C++, Java, C#
Developer and Researcher
1999 - 2002
University of Bristol
- 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
Experience
Quantitative Trading Software
Research Platform:
• Discovery of trading strategies on index futures, exploiting intra-day trend and reversion.
• Optimization of backtests (targeting the Sharpe ratio) using machine learning (evolution strategy).
• Management of large datasets (20-year tick history) using custom compression algorithms.
• Cross-validation to prevent overfitting.
• Portfolio optimization.
• Massively parallel backtest evaluations with CUDA (GPGPU).
Execution System:
• Fully automatic real-time trade generation for market, stop, limit, and auction orders.
• Declarative domain-specific language to describe signals, entries, and exits.
• Asynchronous event-based model using Rx .NET for integration of historical and live tick data.
• Discovery of trading strategies on index futures, exploiting intra-day trend and reversion.
• Optimization of backtests (targeting the Sharpe ratio) using machine learning (evolution strategy).
• Management of large datasets (20-year tick history) using custom compression algorithms.
• Cross-validation to prevent overfitting.
• Portfolio optimization.
• Massively parallel backtest evaluations with CUDA (GPGPU).
Execution System:
• Fully automatic real-time trade generation for market, stop, limit, and auction orders.
• Declarative domain-specific language to describe signals, entries, and exits.
• Asynchronous event-based model using Rx .NET for integration of historical and live tick data.
Insurance Quoting for Consumers
Pricing Engine API:
• Calculation of home insurance premiums using actuarial tables.
• Logic configured in purely declarative expression trees (code as data).
Question & Inference Engine API:
• Provide pre-filled answers during quote process.
• Combine multiple datasets (e.g., land registry or census) to predict property age, type, bedrooms, etc.
• Joint probability mass distribution calculated using Bayesian inference.
• Choose the optimal next question to ask based on current knowledge of the customer.
• Calculation of home insurance premiums using actuarial tables.
• Logic configured in purely declarative expression trees (code as data).
Question & Inference Engine API:
• Provide pre-filled answers during quote process.
• Combine multiple datasets (e.g., land registry or census) to predict property age, type, bedrooms, etc.
• Joint probability mass distribution calculated using Bayesian inference.
• Choose the optimal next question to ask based on current knowledge of the customer.
UK Postcode Data Structure
https://github.com/rbec/PostcodesI worked on implementing a type-safe representation of valid postcode strings using a four-byte struct allocated on the stack instead of a .NET string, which incurs a heap allocation of 26-30 bytes plus a four-byte reference. This approach allows for fast postcode validation and parsing, ignoring spaces, and treating all letters as case-insensitive.
Flexibook
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.
M.Sc. Financial Mathematics Thesis
"Optimal Hedging in Discrete Time by Hedged Monte-Carlo": An investigation into novel numerical methods of option valuation.
M.Sc. Financial Mathematics Prize
Graduated top of the year and won the Best Overall Performance prize with an exam average of 92%.
Education
2008 - 2009
M.Sc. Degree in Financial Mathematics
Kings College London - London
1996 - 2000
M.Eng. Degree in Mechanical Engineering
University of Bristol - Bristol, UK
Skills
Languages
SQL, Visual Basic for Applications (VBA), C#, R, Java, Excel VBA, Java 6, CSS, Perl, F#, C++, JavaScript
Frameworks
.NET Core, .NET, ASP.NET Web API, NUnit, ASP.NET, ASP.NET Core, Windows Presentation Foundation (WPF), Rx
Libraries/APIs
REST APIs, Bloomberg API, LINQ, Windows Forms (WinForms), Reactive Extensions, Web API, Entity Framework
Tools
Microsoft Excel, GitHub, Microsoft Team Foundation Server, Microsoft Dynamics CRM, Microsoft Visual Studio, Azure DevOps Services, Mathematica, Git, MATLAB, Visual Studio
Paradigms
REST, Functional Programming, Test-driven Development (TDD), Unit Testing, Functional Reactive Programming, MVC Design, Object-oriented Design (OOD), Object-oriented Programming (OOP), Agile Software Development, GPGPU, Concurrent Programming
Platforms
Windows, NVIDIA CUDA, Magento, Azure Functions, Azure, DNN, Oracle
Storage
Azure SQL, Microsoft SQL Server, Azure Blobs, PostgreSQL, Sybase, Azure Table Storage
Industry Expertise
Banking & Finance
Other
EF6 Code First, Integration Testing, Customer Relationship Management (CRM), Trading, Evolutionary Algorithms, Algorithmic Trading, Statistics, Applied Mathematics, Options Theory, Optimization, Data Compression, Risk Analysis, Octopus Deploy, Machine Learning, Genetic Algorithms, Data Visualization, Visual Studio Team Services (VSTS), SOAP, Tools, TIBCO
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