Architecting high-frequency trading models and scalable financial data pipelines. I transform complex stochastic calculus into optimized, low-latency market execution systems that drive institutional alpha.
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With over 7 years in the quantitative finance sector, I specialize in the intersection of mathematical modeling and high-performance computing. My mission is to eliminate latency and maximize predictive accuracy in volatile markets.
Beyond the code, I understand the macroeconomic drivers. I don't just build pipelines; I build risk-aware ecosystems that adapt to market microstructure changes in real-time. My philosophy is rooted in rigorous backtesting, statistical significance, and elegant engineering.
A highly concurrent event-driven backtesting engine capable of simulating 10 years of tick-level data in under 5 minutes. Implemented custom slippage and transaction cost models to reflect true market conditions.
Streaming analytics platform calculating Value at Risk (VaR) on a live portfolio. Utilizes WebSocket feeds from major exchanges, processed through a distributed messaging queue for instant risk visualization.
Machine learning pipeline scraping SEC filings and financial news outlets. Applies state-of-the-art transformer models to gauge institutional sentiment, triggering automated execution orders based on threshold breaches.
Low-latency statistical arbitrage system written in memory-safe systems language. Monitors order books across 5 decentralized exchanges, executing triangular arbitrage opportunities within microsecond tolerances.
Thesis: "Stochastic Volatility Jumps in High-Frequency FX Markets." Graduated with Distinction.
Minor in Computer Science. Focus on Probability Theory and Linear Algebra.
"Julian completely transformed our risk architecture. His ability to take complex mathematical concepts and deploy them as robust, production-ready C++ code is unparalleled. He is a rare hybrid of a pure quant and a hardcore software engineer."
"Working with Julian on the NLP alpha engine was an eye-opener. He possesses a deep understanding of market microstructure which ensures that models aren't just statistically sound on paper, but actually profitable in live trading environments."
"His dedication to eliminating latency is obsessive in the best way possible. Julian's optimization of our rebalancing algorithms saved the firm significant basis points in slippage during the March volatility spikes."
Currently open for Senior Quant roles, specific algorithmic consulting contracts, or high-impact freelance engineering missions. My systems run 24/7, and so does my inbox.