Toby Brull, Linear Algebra Developer in Royal Leamington Spa, United Kingdom
Toby Brull

Linear Algebra Developer in Royal Leamington Spa, United Kingdom

Member since June 18, 2020
Toby is able to solve the most complex mathematical problems to the highest standards. He has excellent knowledge of computer systems and software design. Having worked as a researcher and developer in finance and engineering, he has a track record of quickly writing reliable, fast, maintainable, and well-tested code. Toby likes to tackle new challenges, is inquisitive, and quick to pick up new concepts.
Toby is now available for hire

Portfolio

Experience

Location

Royal Leamington Spa, United Kingdom

Availability

Part-time

Preferred Environment

Vim Text Editor, Git, Linux, Scikit-learn, Matplotlib, Pandas, NumPy, Python, Boost, Standard Template Library (STL), C++

The most amazing...

...thing I've developed and researched is an end-to-end algorithm that turns S-parameters into passive SPICE netlists.

Employment

  • Quantitative Analyst

    2019 - 2020
    Oxford Asset Management
    • Researched and implemented several signals for a greenfield statistical arbitrage project.
    • Developed a framework for hyperparameter exploration.
    • Developed various visualization tools for simulation results.
    Technologies: Git, C++, Python
  • Quantitative Developer

    2016 - 2019
    Oxford Asset Management
    • Researched, developed, and deployed a data-process that forecasts stock volumes and a library/data-process that estimates stock betas for most publicly traded stocks.
    • Helped develop and evolve the core statistics library.
    • Developed several tools for P&L analysis and attribution.
    Technologies: Git, Python, Boost, Standard Template Library (STL), C++
  • Software Developer

    2012 - 2015
    CST AG (now part of Dassault Systèmes)
    • Developed an algorithm for system identification and netlist synthesis via inverse Fourier transformation that beat the top competitor.
    • Built a large dataset for the evaluation and development of the above system identification algorithm by scraping the test suite.
    • Conducted research projects in signal processing and microwave filter identification.
    Technologies: Microsoft Visual Studio, Python, OpenMP, C++

Experience

  • Passivation Algorithm (Development)

    As part of my time in academia, I published several papers on the passivity of a linear system. Using this knowledge, I was then able to develop an end-to-end algorithm for system identification and netlist synthesis based on S-parameters via inverse Fourier transformation while working for CST AG.

  • Market Beta Estimation (Development)

    As part of my role as a quantitative developer at Oxford Asset Management, I completely overhauled the company's system to estimate market betas for most stocks worldwide, which is used widely throughout the fund. As part of this machine learning project, I researched various methodologies (including hyperparameter tuning) and evaluated their fitness with respect to a wide range of metrics. Finally, I was also able to seamlessly deploy the new system into production.

  • A Library for Numerical Mathematics (Development)
    https://gitlab.com/TobyBrull/numa

    As part of my free time, I've worked on an open-source project for numerical mathematics (in particular, numerical linear algebra) in C++. My hope is that at some point this could be used to do first-class machine learning research in the strongly-typed language like C++. This is an experimental project that targets C++20 or later and has various auxiliary components to it that I think are essential for successful machine learning (logging, progress information, SIMD, and multithreading).

Skills

  • Languages

    C++, C++17, Python 3, Python
  • Libraries/APIs

    Standard Template Library (STL), NumPy, Pandas, Scikit-learn, Matplotlib, OpenMP
  • Other

    Linear Control Systems, Linear Algebra, Linear Regression, Machine Learning, Multithreading, Statistical Methods, Dynamic Systems
  • Frameworks

    Boost
  • Tools

    Git, Vim Text Editor, Visual Studio, Microsoft Visual Studio
  • Platforms

    Linux

Education

  • PhD in Applied Mathematics
    2007 - 2012
    Technical University of Berlin - Berlin, Germany
  • Diplom in Mathematical Economics
    2002 - 2007
    Technical University of Berlin - Berlin, Germany

To view more profiles

Join Toptal
Share it with others