Headlands Technologies LLC

Research Developer

NXT Capital BV

Develop proprietary HFT strategies for securities traded worldwide:
- research for signals and model improvements by analysing the original exchange data
- monetise signals through algorithmic trading strategy implementation
Liaise with the team and stakeholders to ensure smooth and steady strategy development and performance:
- coordinate support teams
- help to align teammates with various skill sets (traders, quants, developers) to have common priorities,
milestones and plan

Lead Quantitative Researcher

Nomura

- improve model for Exotic Interest Rates products such as Swaption, Bermudan Swaption, FVA
- develop Nomura analytics library on modern C++ and Python
- “Libor replacement project”. Because of Libor discontinuation program, demand for referencing risk-free rates is increasing. Flexibility is required when a volatility model should use the volatility of the spread between Libor and a risk-free rate. I have updated 10 volatility products and models within five months to support risk-free rates

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