Quantitative Brokers
Industry: Company
DescriptionFounded: 2008
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15 Quantitative Brokers employees in database. Find out everything there's to know about Quantitative Brokers employees. We offer you a great deal of unbiased information from the internal database, personal records, and many other details that might be of interest to you.
Quantitative Brokers Employees
Employee
Years
Job
Industry
Andrew Picardi Andrew Picardi's Quantitative Brokers Experience June 2014 - Present
Job Trading Desk Analyst
Industry Financial Services
Experience
Quantitative Brokers June 2014 - Present
Quantitative Brokers June 2013 - August 2013
Quantitative Brokers June 2012 - August 2012
Skills
Microsoft Office, Financial Analysis, PowerPoint, Microsoft Excel, Bloomberg
Education
Bentley University 2010 — 2014
Bachelor’s Degree, Finance
Quantitative Brokers June 2014 - Present
Quantitative Brokers June 2013 - August 2013
Quantitative Brokers June 2012 - August 2012
Skills
Microsoft Office, Financial Analysis, PowerPoint, Microsoft Excel, Bloomberg
Education
Bentley University 2010 — 2014
Bachelor’s Degree, Finance
Robert Almgren Robert Almgren's Quantitative Brokers Experience 2008 - Present
Job President and CoFounder at Quantitative Brokers
Industry Financial Services
Experience
Quantitative Brokers 2008 - Present
Courant Institute of Mathematical Sciences, New York University 2006 - Present
Bank of America 2005 - 2008
University of Toronto 2000 - 2005
University of Chicago 1992 - 2000
University of Paris VII 1992 - 1992
Courant Institute of Mathematical Sciences, New York University 1989 - 1991
Skills
Quantitative Finance, Quantitative Analytics, Derivatives, R, Equities, Bloomberg, Electronic Trading, Trading Systems, VBA, Monte Carlo Simulation, Strategy, Time Series Analysis, Options, Python, C++
Education
Princeton University
Ph.D., Applied and Computational Mathematics
Harvard University
MS, Applied Mathematics
Massachusetts Institute of Technology
BS, Physics, Mathematics
Quantitative Brokers 2008 - Present
Courant Institute of Mathematical Sciences, New York University 2006 - Present
Bank of America 2005 - 2008
University of Toronto 2000 - 2005
University of Chicago 1992 - 2000
University of Paris VII 1992 - 1992
Courant Institute of Mathematical Sciences, New York University 1989 - 1991
Skills
Quantitative Finance, Quantitative Analytics, Derivatives, R, Equities, Bloomberg, Electronic Trading, Trading Systems, VBA, Monte Carlo Simulation, Strategy, Time Series Analysis, Options, Python, C++
Education
Princeton University
Ph.D., Applied and Computational Mathematics
Harvard University
MS, Applied Mathematics
Massachusetts Institute of Technology
BS, Physics, Mathematics
Shixiang(Sean) Zhang Shixiang(Sean) Zhang's Quantitative Brokers Experience February 2014 - Present
Job Quantitative Researcher at Quantitative Brokers
Industry Financial Services
Experience
Quantitative Brokers February 2014 - Present
CME Group June 2013 - December 2013
Citi July 2011 - August 2011
Citi January 2011 - February 2011
Changjiang Securities Company Limited August 2010 - September 2010
Skills
C++, R, Python, Financial Modeling, Machine Learning, Time Series Analysis, SQL, Quantitative Finance, Quantitative Research, Market Microstructure, High Frequency Trading, Algorithmic Trading, Volatility Surface, Statistics, q/KDB+, NoSQL, Parallel Programming, Futures Execution..., Unix, Quantitative Analytics
Education
Baruch College,City University of New York 2012 — 2013
Master of Science (MS), Financial Engineering
Antai College of Economics and Management, Shanghai Jiao Tong University 2008 — 2012
Bachelor of Science (BS), Finance, General
Georgia Institute of Technology 2010 — 2010
Summer Program on Business Case Studies
Quantitative Brokers February 2014 - Present
CME Group June 2013 - December 2013
Citi July 2011 - August 2011
Citi January 2011 - February 2011
Changjiang Securities Company Limited August 2010 - September 2010
Skills
C++, R, Python, Financial Modeling, Machine Learning, Time Series Analysis, SQL, Quantitative Finance, Quantitative Research, Market Microstructure, High Frequency Trading, Algorithmic Trading, Volatility Surface, Statistics, q/KDB+, NoSQL, Parallel Programming, Futures Execution..., Unix, Quantitative Analytics
Education
Baruch College,City University of New York 2012 — 2013
Master of Science (MS), Financial Engineering
Antai College of Economics and Management, Shanghai Jiao Tong University 2008 — 2012
Bachelor of Science (BS), Finance, General
Georgia Institute of Technology 2010 — 2010
Summer Program on Business Case Studies
Ramnik Arora's Quantitative Brokers Experience March 2011 - January 2012
Job Principal at Facebook
Industry Capital Markets
Experience
Facebook June 2015 - Present
Goldman Sachs January 2013 - June 2015
IV Capital / IVC Americas January 2012 - September 2012
Quantitative Brokers March 2011 - January 2012
Kanpur Genetic Algorithms Lab June 2009 - April 2011
Ptolemy Group, Univ. Of California, Berkeley June 2008 - September 2008
· Yahoo! Research May 2008 - July 2008
Skills
Quantitative Finance, Statistical Arbitrage, Trading Systems, Quantitative Investing, Time Series Analysis, High Frequency Trading, Trading, Equities, Electronic Trading, Algorithms, Portfolio Management, Econometrics, Fixed Income, Trading Strategies, Derivatives, Volatility, Financial Modeling, Data Analysis
Education
The Courant Institute of Mathematical Sciences, New York University 2010 — 2011
M.S, Mathematics in Finance
Indian Institute of Technology, Kanpur 2005 — 2010
M.Sc, Integrated), Mathematics & Scientific Computing
Delhi Public School - R. K. Puram 2003 — 2005
The Doon School 1999 — 2003
Facebook June 2015 - Present
Goldman Sachs January 2013 - June 2015
IV Capital / IVC Americas January 2012 - September 2012
Quantitative Brokers March 2011 - January 2012
Kanpur Genetic Algorithms Lab June 2009 - April 2011
Ptolemy Group, Univ. Of California, Berkeley June 2008 - September 2008
· Yahoo! Research May 2008 - July 2008
Skills
Quantitative Finance, Statistical Arbitrage, Trading Systems, Quantitative Investing, Time Series Analysis, High Frequency Trading, Trading, Equities, Electronic Trading, Algorithms, Portfolio Management, Econometrics, Fixed Income, Trading Strategies, Derivatives, Volatility, Financial Modeling, Data Analysis
Education
The Courant Institute of Mathematical Sciences, New York University 2010 — 2011
M.S, Mathematics in Finance
Indian Institute of Technology, Kanpur 2005 — 2010
M.Sc, Integrated), Mathematics & Scientific Computing
Delhi Public School - R. K. Puram 2003 — 2005
The Doon School 1999 — 2003
Chad Cravens Chad Cravens's Quantitative Brokers Experience September 2011 - January 2012
Job President & CEO Open Source Systems, LLC
Industry Information Technology and Services
Experience
Open Source Systems, LLC January 2014 - Present
Alion Science and Technology May 2013 - December 2013
SPARC, LLC January 2012 - May 2013
Quantitative Brokers September 2011 - January 2012
Scientific Research Corporation June 2011 - September 2011
SPAWAR July 2007 - June 2011
Defense Cyber Crime Center May 2006 - August 2006
US Army Research Laboratory May 2005 - April 2006
Skills
Agile Methodologies, Software Development, Java, Distributed Systems, Software Engineering, MySQL, Linux, .NET, JavaScript, Java Enterprise Edition, C++, Hibernate, Python, SQL, Maven, Security, C#, XML, Oracle, jQuery, Git, C, Information Assurance, Cyber Defense, Hacking, C4ISR
Education
New Mexico Institute of Mining and Technology 2003 — 2007
B.S., Information Technology
Open Source Systems, LLC January 2014 - Present
Alion Science and Technology May 2013 - December 2013
SPARC, LLC January 2012 - May 2013
Quantitative Brokers September 2011 - January 2012
Scientific Research Corporation June 2011 - September 2011
SPAWAR July 2007 - June 2011
Defense Cyber Crime Center May 2006 - August 2006
US Army Research Laboratory May 2005 - April 2006
Skills
Agile Methodologies, Software Development, Java, Distributed Systems, Software Engineering, MySQL, Linux, .NET, JavaScript, Java Enterprise Edition, C++, Hibernate, Python, SQL, Maven, Security, C#, XML, Oracle, jQuery, Git, C, Information Assurance, Cyber Defense, Hacking, C4ISR
Education
New Mexico Institute of Mining and Technology 2003 — 2007
B.S., Information Technology
Oliver Herder Oliver Herder's Quantitative Brokers Experience August 2013 - Present
Job Algorithmic Trading Desk Analyst at Quantitative Brokers
Industry Financial Services
Experience
Quantitative Brokers August 2013 - Present
Quantitative Brokers May 2012 - August 2012
Quantitative Investment Management December 2010 - February 2011
Skills
Microsoft Excel, Java, C, Python, R, KDB+, LaTeX, VBA, Bloomberg
Education
Villanova University 2009 — 2013
Bachelor of Sciences, Mathematics and Computer Science
University of Auckland 2011 — 2011
Study Abroad
Quantitative Brokers August 2013 - Present
Quantitative Brokers May 2012 - August 2012
Quantitative Investment Management December 2010 - February 2011
Skills
Microsoft Excel, Java, C, Python, R, KDB+, LaTeX, VBA, Bloomberg
Education
Villanova University 2009 — 2013
Bachelor of Sciences, Mathematics and Computer Science
University of Auckland 2011 — 2011
Study Abroad
Christian Hauff Christian Hauff's Quantitative Brokers Experience March 2008 - Present
Job CoFounder at Quantitative Brokers
Industry Financial Services
Experience
Quantitative Brokers March 2008 - Present
Bank of America March 2005 - February 2008
Barclays Capital January 1999 - March 2005
Education
The University of Queensland 1991 — 1995
Bachelor of Science
Quantitative Brokers March 2008 - Present
Bank of America March 2005 - February 2008
Barclays Capital January 1999 - March 2005
Education
The University of Queensland 1991 — 1995
Bachelor of Science
Kevin Barrett's Quantitative Brokers Experience May 2013 - Present
Job Algorithmic Trading Sales/Research Associate at Quantitative Brokers
Industry Financial Services
Experience
Quantitative Brokers May 2013 - Present
Graham Capital Management LP February 2003 - September 2012
Willowbridge Associates May 1999 - January 2003
Bengal Partners LLC January 1998 - May 1999
Wilkinson Boyd Capital Markets October 1996 - January 1998
Trout Trading Management Company September 1993 - April 1996
Skills
Global Macro, Hedge Funds, Alternative Investments, Trading Systems, Trading Strategies, Bloomberg, Proprietary Trading, Derivatives, Fixed Income, Asset Allocation, Commodity, Electronic Trading, Portfolio Management, Asset Managment, Quantitative Finance, Investments, Currency, Quantitative Analytics, FX trading, Investment Strategies, Equity Trading, Technical Analysis, Capital Markets, Financial Markets, Bonds, FX Options, Asset Management, Series 3, Equity Derivatives, Portfolio Optimization, FINRA, Traders
Education
Amherst College 1987 — 1991
Bachelor of Arts (B.A.), Economics
Bergen Catholic HS 1983 — 1987
Quantitative Brokers May 2013 - Present
Graham Capital Management LP February 2003 - September 2012
Willowbridge Associates May 1999 - January 2003
Bengal Partners LLC January 1998 - May 1999
Wilkinson Boyd Capital Markets October 1996 - January 1998
Trout Trading Management Company September 1993 - April 1996
Skills
Global Macro, Hedge Funds, Alternative Investments, Trading Systems, Trading Strategies, Bloomberg, Proprietary Trading, Derivatives, Fixed Income, Asset Allocation, Commodity, Electronic Trading, Portfolio Management, Asset Managment, Quantitative Finance, Investments, Currency, Quantitative Analytics, FX trading, Investment Strategies, Equity Trading, Technical Analysis, Capital Markets, Financial Markets, Bonds, FX Options, Asset Management, Series 3, Equity Derivatives, Portfolio Optimization, FINRA, Traders
Education
Amherst College 1987 — 1991
Bachelor of Arts (B.A.), Economics
Bergen Catholic HS 1983 — 1987
Eugene Krel's Quantitative Brokers Experience October 2009 - Present
Job Quantitative Developer at Quantitative Brokers
Industry Financial Services
Experience
Quantitative Brokers October 2009 - Present
Bank of America Merrill Lynch June 2009 - August 2009
NYS Insurance Department June 2006 - September 2008
Skills
Algorithms, Quantitative Finance, Financial Engineering, Market Microstructure, Monte Carlo Simulation, R, Quantitative Analytics, Backtesting, Time Series Analysis, C++, Bloomberg, Derivatives, Volatility, Quantitative Investing, High Frequency Trading
Education
Baruch College, City University of New York (CUNY) 2008 — 2009
MS, Financial Engineering
Baruch College, City University of New York (CUNY) 2004 — 2008
BA, Mathematics
Quantitative Brokers October 2009 - Present
Bank of America Merrill Lynch June 2009 - August 2009
NYS Insurance Department June 2006 - September 2008
Skills
Algorithms, Quantitative Finance, Financial Engineering, Market Microstructure, Monte Carlo Simulation, R, Quantitative Analytics, Backtesting, Time Series Analysis, C++, Bloomberg, Derivatives, Volatility, Quantitative Investing, High Frequency Trading
Education
Baruch College, City University of New York (CUNY) 2008 — 2009
MS, Financial Engineering
Baruch College, City University of New York (CUNY) 2004 — 2008
BA, Mathematics
Yike Lu's Quantitative Brokers Experience October 2010 - December 2011
Job Quant Trader, V3 Markets
Industry Financial Services
Experience
V3 Markets March 2014 - Present
Kepler Cheuvreux September 2012 - January 2014
Quantbot Technologies January 2012 - August 2012
Quantitative Brokers October 2010 - December 2011
Skills
KDB+, R, Emacs, Databases, Market Microstructure, LaTeX, Shell Scripting, Statistical Arbitrage, C++, Time Series Analysis, Python, Monte Carlo Simulation, Stochastic Calculus, ZeroMQ, Vim, Quantitative Finance, Quantitative Analytics
Education
City University of New York-Baruch College 2010 — 2012
MS, Financial Engineering
California Institute of Technology 2005 — 2009
BS, Physics
University College London, U. of London 2008 — 2008
Study Abroad, Physics
Clark High School
TAMS
V3 Markets March 2014 - Present
Kepler Cheuvreux September 2012 - January 2014
Quantbot Technologies January 2012 - August 2012
Quantitative Brokers October 2010 - December 2011
Skills
KDB+, R, Emacs, Databases, Market Microstructure, LaTeX, Shell Scripting, Statistical Arbitrage, C++, Time Series Analysis, Python, Monte Carlo Simulation, Stochastic Calculus, ZeroMQ, Vim, Quantitative Finance, Quantitative Analytics
Education
City University of New York-Baruch College 2010 — 2012
MS, Financial Engineering
California Institute of Technology 2005 — 2009
BS, Physics
University College London, U. of London 2008 — 2008
Study Abroad, Physics
Clark High School
TAMS
Gregg Schreiber's Quantitative Brokers Experience April 2014 - Present
Job Head of Relative Value Algorithmic Sales
Industry Financial Services
Experience
Quantitative Brokers April 2014 - Present
BTIG, LLC May 2013 - March 2014
Newedge USA March 2009 - March 2013
Gramercy Park Capital July 2007 - February 2009
Bear Stearns June 1992 - July 2007
Lehman Brothers 1987 - 1993
Skills
Fixed Income, Hedge Funds, Equities, Derivatives, Capital Markets, Bloomberg, Trading, Series 7, Financial Markets, Securities, Investment Banking, Portfolio Management
Education
The George Washington University 1983 — 1987
Finance
Quantitative Brokers April 2014 - Present
BTIG, LLC May 2013 - March 2014
Newedge USA March 2009 - March 2013
Gramercy Park Capital July 2007 - February 2009
Bear Stearns June 1992 - July 2007
Lehman Brothers 1987 - 1993
Skills
Fixed Income, Hedge Funds, Equities, Derivatives, Capital Markets, Bloomberg, Trading, Series 7, Financial Markets, Securities, Investment Banking, Portfolio Management
Education
The George Washington University 1983 — 1987
Finance
Huaijian Zhang's Quantitative Brokers Experience May 2012 - August 2012
Job Quantitative Associate at Bank of America Merrill Lynch
Industry Higher Education
Experience
Bank of America Merrill Lynch June 2015 - Present
Wells Fargo June 2013 - June 2015
Quantitative Brokers May 2012 - August 2012
Skills
Quantitative Finance, Java, Matlab, VBA, R, Stochastic Calculus
Education
New York University 2011 — 2012
Master of Science, Mathematics in Finance
The Ohio State University 2004 — 2011
Ph.D, Applied Mathematics
The Ohio State University 2008 — 2010
Master of Science, Computer Science and Engineering
University of Science and Technology of China 2000 — 2004
Bachelor of Science, Mathematics
Bank of America Merrill Lynch June 2015 - Present
Wells Fargo June 2013 - June 2015
Quantitative Brokers May 2012 - August 2012
Skills
Quantitative Finance, Java, Matlab, VBA, R, Stochastic Calculus
Education
New York University 2011 — 2012
Master of Science, Mathematics in Finance
The Ohio State University 2004 — 2011
Ph.D, Applied Mathematics
The Ohio State University 2008 — 2010
Master of Science, Computer Science and Engineering
University of Science and Technology of China 2000 — 2004
Bachelor of Science, Mathematics
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