Amsterdam, North Holland, Netherlands
I am a Computer Science graduate from the University of Cambridge (MEng and BA). Since graduation, I have been working at Radix Trading B.V. as a Quantitative Technologist, and as of recent a Focus Lead. My current interests include software development, security and research. I am familiar with nine programming languages (C/C++, Python, C#, Java, Scala, ML, Prolog, Javascript and SQL), as well as with a hardware description language (SystemVerilog). I have a solid mathematical and theoretical computer science background, and as a former student of the Mathematical Grammar School, I have a strong knowledge of algorithms and data structures, as well as natural sciences.
Interned with the Data Services Group (DSG) Implemented a number of improvements and data fixes for the processes of generation of futures data from vendors and their appropriate maintenance procedures. The relevant code was written in Scala, Java and Python.
Created a full stack Latency analysis tool for an internal component. This component is part of the mechanics which allows client access to the world markets via Morgan Stanley, using the FIX protocol. The Latency analysis tool was created from scratch and consists of a C++ backend, a SQL DB, Java middle layer server and a javascript/angularjs frontend. In short, the functionality is as follows: - The backend processes the log files produced by the component on a daily basis. It extracts the client order flow data from the logs, which it then uses to compute various useful metrics, and finally stores the results in a database - This database can be queried from the frontend via the UI, using a restful protocol to the middle layer
Interned with the Azure Division of the SQL Server Team Created a working prototype which involved modifying the source code of a 3rd party SQL server’s storage engine to allow it to work with Microsoft Azure.