Profile Summary
Data-driven algorithmic trader with 10+ years of experience designing, backtesting, and executing quantitative strategies across equities, futures, and FX. Proficient in Python, C++, and SQL. Expertise in risk management, live trading, and performance attribution to deliver consistent risk-adjusted returns.
Experience
Apex Quant Capital — New York, NY
Jan 2020 – Present • Full-time
- Led development of multi-asset market-making and momentum strategies with >12% annualized backtested returns over 3 years.
- Implemented risk controls reducing maximum drawdown by 28% while improving Sharpe ratio from 0.95 to 1.40.
- Built live-execution framework reducing slippage by 22% via latency optimization and smarter routing.
Northline Asset Management — London, UK
Jun 2017 – Dec 2019 • Full-time
- Engineered factor-based strategies leveraging volatility and momentum across 5 asset classes.
- Delivered backtesting framework enabling rapid prototyping with high reproducibility across datasets.
Delta Signals LLC — Singapore
Mar 2014 – May 2017 • Full-time
- Developed data pipelines ingesting tick and intraday data for high-frequency decision engines.
- Implemented risk-based position sizing and exit rules, improving resilience during regime shifts.
Skills
PythonC++RSQLPandasNumPyBacktestingRisk ManagementExecution AlgorithmsPortfolio Optimization
Certifications
- CFA Level II
- FRM Part II
- CQF – Certificate in Quantitative Finance
- CMT Level 2
Education
Master of Science in Financial Engineering, Imperial College London, 2012 – 2014
London, UK
Bachelor of Science in Computer Science, University of California, Berkeley, 2008 – 2012
Berkeley, CA, USA