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