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Richard Hardebeck

Richard Hardebeck

Woking, 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 and designing full system architectures to managing and improving interfaces with legacy code.
Richard is now available for hire
Portfolio
  • Homelyfe
    C#, .NET Core, Azure, ASP.NET, Web API, SQL Server, F#, Entity Framework, REST
  • Silverbear
    C#, Dynamics CRM, SQL Server, VSTS, REST, SOAP
  • Malbec Trading
    C#, CUDA
Experience
  • Banking & Finance, 12 years
  • Microsoft SQL Server, 10 years
  • C#, 10 years
  • Machine Learning, 5 years
  • Algorithmic Trading, 5 years
  • Customer Relationship Management (CRM), 5 years
  • GPGPU, 3 years
  • .NET Core, 2 years
Woking, United Kingdom
Availability
Part-time
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.
Employment
  • 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: C#, .NET Core, Azure, ASP.NET, Web API, SQL Server, F#, Entity Framework, REST
  • 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: C#, Dynamics CRM, SQL Server, VSTS, REST, SOAP
  • 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: C#, CUDA
  • 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: C#, CUDA, Excel VBA
  • 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: Excel VBA, SQL, Propiatery tools
  • 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: C#, Java 6, SQL (Sybase, Oracle)
  • 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: C# ASP.NET, SQL Server, JavaScript, CSS
  • 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: C#, Java, C++, Perl, Tibco, SQL (Sybase)
  • 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 (Development)

    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.

  • Insurance Quoting for Consumers (Development)

    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.

  • 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.

  • M.Sc. Financial Mathematics Thesis (Development)

    "Optimal Hedging in Discrete Time by Hedged Monte-Carlo": An investigation into novel numerical methods of option valuation.

  • M.Sc. Financial Mathematics Prize (Other amazing things)

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

Skills
  • Languages
    C#, Visual Basic for Applications (VBA), SQL, Java, R, JavaScript, C++
  • Frameworks
    ASP.NET, NUnit, .NET, ASP.NET Web API, .NET Core, Machine Learning, Rx, ASP.NET Core, WPF
  • Libraries/APIs
    WinForms, LINQ, Bloomberg API, REST API, Reactive Extensions, TIBCO
  • Tools
    Visual Studio, Microsoft Team Foundation Server, GitHub, Microsoft Excel, Microsoft Dynamics CRM, MATLAB, Git, Mathematica, Virtual Studio Team Services (VSTS)
  • Paradigms
    Functional Programming, Functional Reactive Programming, Object-oriented Programming (OOP), Object-oriented Design (OOD), Unit Testing, Test-driven Development (TDD), MVC Design, REST, Concurrent Programming, GPGPU, Agile Software Development
  • Platforms
    Windows 10, CUDA, Azure, Azure Functions, DNN, Oracle
  • Storage
    Microsoft SQL Server, Azure SQL, Sybase, PostgreSQL, Azure Blobs, Azure Table Storage
  • Other
    Integration Testing, Data Compression, Customer Relationship Management (CRM), Optimization, Banking & Finance, Options Theory, Applied Mathematics, Risk Analysis, Statistics, Algorithmic Trading, Evolutionary Algorithms, Trading, EF6 Code First, Octopus Deploy, Data Visualization, Genetic algorithms
Education
  • M.Sc. degree in Financial Mathematics
    2008 - 2009
    Kings College London - London
  • M.Eng. degree in Mechanical Engineering
    1996 - 2000
    University of Bristol - Bristol, UK
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