Position:
Options QR at Citadel Investment Group
Work:
Citadel Investment Group
since Jan 2007
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Options QR
State University of New York at Buffalo
2004 - 2006
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Assistant Professor of Computer Science
University of Toronto
2003 - 2004
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Postdoctoral Fellow in CS
Microsoft
2001 - 2001
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Research Intern
Microsoft
2000 - 2000
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Research Intern
Education:
University College London, U. of London 1998 - 2003
PhD, Computational Neuroscience (Machine Learning)
University of Cambridge 1994 - 1998
BA MA MSci, Natural Sciences (Physics)
Eastbourne College 1989 - 1994
St. Andrews 1984 - 1989
Skills:
Quant, Market Making, Computer Science, Options, Statistics, Algorithms, Machine Learning, Matlab, Quantitative Finance, Pattern Recognition, Physics, Time Series Analysis