Martin T. Dengler 27-31 Mitre Street, #2/36 London, UK, EC3A-5BZ martin@martindengler.com www.martindengler.com mobile: +1 212 390 0811 mobile: +44 77 8612 6209 Work Experience 2.5 years Dec 2017 to present 2.5 years Jul 2015 to Dec 2017 1.7 years Aug 2013 to Apr 2015 0.633 years Dec 2012 to July 2013 8 years July 2012 to Nov 2012 WorldQuant, LLC London and New York Portfolio Management group, Quantitative Developer Individual contributor python developer for seventy-five (75) portfolio manager team at $30 billion equity-focused systematic quantitative hedge fund. Full-cycle ownership of rapid-turnaround projects and second-line support for proprietary cross-PM simulation, trading, and analysis libraries. Top committer; scaled development cadence by 5x, contributors by 4x using gitlab/github/git, kubernetes, jupyter / ipython notebooks, RHEL/CentoS 5/6/7, Microsoft Windows 7/10, kubernetes, docker, airflow. Teza Technologies Austin, TX, USA Quant group, Quantitative Developer Hands-on full-lifecycle porting new alphas to Python and analysing new portfolio construction approaches for systematic, daily- to intraday-frequency futures trading strategies for $1.5 billion fund on in-house and cloud servers as part of two-person researcher & developer teams, with experience of futures (incl. calendar spreads) and equities. Decura LLP London, England Quant group, Quantitative Developer Trading- and research-focused development of a new analysis and risk management platform in Python used for systematic trading strategies and cross-asset structured products trading, using C++ analytics and C# pub/sub STP integration. In-house expert on Python code / ecosystem, reproducible deployments / testing; organised and delivered in-house talks and training. J.P. Morgan London, England Executive Director, Front Office FX Cash Application Development Lead Hands-on, line-of-business-focused development for Front Office trading desks in 100% Python using in-house platform (distributed dependency graph, key-value store, compute grid) to double business throughput, process additional product types (Value-date options), and integrate new front-to-back flows (downstream clearing and settlement systems). KBC Financial Products London, England Executive Director, Front Office Equity Derivatives IT Hands-on, desk-focused development for Front Office traders updating C++ CDOsquared Gaussian Mixture Model to support additional risk scenarios (including Vasicek loss distribution coefficient shocks). August 2010 to June 2012 Feb 2006 to July 2010 KBC Financial Products Hong Kong SAR, China Executive Director, Front Office Equity Derivatives IT Hands-on, desk-focused development for Front Office traders winding down Asian and Japanese Equity Derivatives businesses across two trading systems using a mix of Python, Java, C#, and C++: automated Asian- and Japanese- Equity derivatives pricing, market-making, position-keeping, and P&L processes for rainbow notes, warrants/options, delta 1 (futures, swaps, FX), KBC Alternative Investment Management London, England Director, Global Front Office IT Hands-on Front Office development team lead for $5.5 billion AUM KBC AIM Hedge fund trading Credit, Volatility, and Convertible Bond relative value arbitrage strategies. Ran team with eight (8) developers supporting all twenty (20) traders’ use of realtime globally-distributed trading & risk management system. Front Arena (SunGard 3rd party system) was heavily modified (in Python and ADFL, a data-flow/functional language) and run real-time in parallel with the legacy system for 6 months. Coded warrant market-making trade order routing gateway to Euronext Brussels. Developed in Python, Java, C#, and C++ to support legacy business applications and processes for three trading desks. Feb 2004 to Feb 2006 Associate Director, Front Office IT Hired to start new hedge fund development group; responsible for trader-driven development projects, enhancements/maintenance of legacy trading system (Imagine), and technical review of new trading system candidates (Murex, Summit, Calypso, JRisk, Front Arena). years CREDIT SUISSE FIRST BOSTON New York and London Vice President, Global PrimeView™application development manager - Securities IT Hired, led and managed a global team of twenty-three (23) application developers with a budget of over five million dollars ($5,000,000) servicing all external hedge fund users (1,400) and the internal business users (600) for Prime Brokerage group. 7 Sep 1997 to Jan 2004 Education DARTMOUTH COLLEGE Hanover, NH A.B., June 1997; major in Computer Science. • Courses included Artificial Intelligence (AI), Combinatorics (Discrete Mathematics), Linear Programming Personal Details Nationality USA & UK Citizenship (may work anywhere in USA, EU/EEA/EFTA) Languages German (proficient); Cantonese (beginner) Hobbies Fedora Linux / Red Hat Enterprise Linux (RHEL) enthusiast & RPM packager Contributor, One Laptop Per Child (OLPC) / Sugar Labs learning environment Contributor, Sun J2EE reference platform (Sun/Apache Tomcat v4.x CGI support) Ranked at topcoder.com IEEE Member since 1999