Values

  • As an engineer, I serve specific needs with domain knowledge and empathy. Engineering without product is uninteresting.
  • Instead of engineering dogma, I consider cost-benefit tradeoffs.
  • Best is leadership by example; I am hands-on. Next best is through teaching. I maximize my leverage by finding, recruiting, training, and supporting other talented developers.

Tech

  • I've worked with lots of technologies: compilers, databases, distributed systems, file formats, protocols, UI, web, low-latency and high-performance software.
  • I have a strong interest in infrastructure. I build correct, consistent, and documented tools and platforms used beyond their original scope.
  • I believe in understanding the whole stack, from business goals to syscalls.

Propensities

  • I like to design and implement tools for other developers, DevOps, and researchers.
  • I like diving into small and big data. I understand the importance of looking at numbers, not just processing them.
  • I like to write in English as well as in code.

Experience

Sep 2016–July 2022
Senior Quantitative Developer (Director)

Tech lead for largest systematic trading group. Recruited and nurtured the dev team. Managed, architected, and/or implemented a wide range of tech and business projects, including data pipelines, research, and trading. Designed developer, research, and production platforms. Managed support rotation, CI, testing, knowledge systems, and DevOps.

Sep 2015–Oct 2015
Member of Technical Staff

Machine learning lead in marketing analytics startup.

Aug 2013–Aug 2015
Engineer and Group Lead (VP)

Led the Modeling Languages team, responsible for programming languages and tools for more than one hundred researchers. Supported and built tools for public and proprietary programming languages. Taught classes and workshops to researchers and engineers.

Created and lead the Modeling Tools team, planning and delivering tools for financial research. Worked with all parts of engineering organization to improve research productivity. Advised planning and architecture for compute and storage infrastructure.

Nov 2011–Feb 2013
Quantitative Developer, U.S. Options Market Making

Implemented systems for quant research, risk monitoring, and trading monitoring. Built infrastructure for analytics, data handling, and visualization and set up the group's quant development environment.

Oct 2007–Aug 2011
Developer and Tech Lead, Equity Options (VP)

Managed software and data for a large and mature equity options stat arb strategy. Reimplemented most model generation code for efficiency and correctness. Responsible for research platform and support rotation.

Designed and implemented a large fraction of the firm's Python infrastructure. Led the creation and selection of Python coding environment, standards, and tools. Trained developers and quants.

Jul 2007–Aug 2007
Consultant

Client engagement at Deutsche Bank.

Jul 2005–May 2007
Quant Developer, Institutional Asset Management

Developed software and performed research for structured equity products. Projects in optimization, transaction cost management, simulation, trading system software, and other areas.

CodeSourcery
Feb 1998 - Oct 2001
Founder

Co-founded a consulting and software firm specializing in development tools. Jointly responsible for all technical and business aspects of a five-person team. Diverse projects included compilers, software tools, Web interfaces, and graphical user interface software. Contributed to GCC and several commercial compilers.

Sep 1995–Jul 1996
Software Developer

Worked on Prophet, a UNIX / Win32 data analysis system for statistical and genetic sequence analysis.


Education

Caltech
Ph.D. in Physics; BABAR Collaboration member
Research on rare decays of B mesons. Authored PyHEP, a platform for high energy physics analysis and presentation, and other software projects.
Harvard
B.A. magna cum laude in Physics

Other

Coalition for Queens
(now Pursuit)
2014–2017
Volunteer

Curriculum planning for Access Code. Taught Java programming and technology topics.

Books

C. Norton, et al., Beginning Python (Programmer to Programmer), Wrox, 2005.

M. Mitchell, A. Samuel, and J. Oldham, Advanced Linux Programming, New Riders, 2001.

Languages
German, B2
Interests
Cooking, homebrewing, desert hiking, tabletop roleplaying games
Last updated Feb 2023.
Copyright © Alex Samuel. Not to be distributed or modified without permission.