About me

This is my personal blog. Rather than including a link to my resume, I thought I’d describe my unique journey of life-long learning and curiosity which I hope will give you a more accurate idea of the kind of person I am and the types of work I enjoy than the usual list of projects and KPIs.

I first got into programming in high school with my Casio fx-3600P. Six registers and 38 steps proved just powerful enough to solve a 2x2 system of linear equations using Cramer’s rule. Naturally, I also chose computer science as an elective - and was promptly introduced to APL as my first proper programming language running on what I seem to recall was a massive IBM workstation that the school had somehow aquired. Soon after, I got my first home computer - a Commodore VC20. I remember programming a lot in BASIC in my free time, mostly little games.

Despite being hooked at this point, I didn’t want to study pure computer science at university and instead chose a more business-oriented degree albeit with a strong CS component. Learned Pascal in my Intro to Programming class, and then got my first taste of UNIX, the vi editor, and Kernighan & Ritchie’s ”C Programming Language” as part of an advanced class in Operations Research. I ended up writing my thesis in LaTeX on an Atari ST - the main reasons being that it was a cheap little box which was also able to write floppy disks in a format the machines in the university’s computer center understood.

Went on to do a PhD in economics and served as the IT guy for my fellow students on the program. Since it was a business school, tech resources were limited and we only had access to PCs running Windows 3.x. Of course, I had to partition some of their hard drives and installed Slackware Linux. The long evenings at the computer in grad school led to a lot of Nethack playing - a friend of mine had his own UNIX box and gave me a guest account - but because I lack the patience to play the game properly, I have never come close to ascending in many years of trying.

Chose a thesis topic which required me to deal with what seemed to be a lot of data at the time, and became intimately familiar with SAS - the de facto standard for this type of research work at the time. Graduated, got married, and moved continents to become an assistant professor of finance. My research budget finally allowed me to buy my own Sun box as well as a massive Dell laptop, on which I soon installed OpenBSD - to this day my favorite OS because ‘things just work’. Over the years, I acquired a lot of refurbished hardware, built my own machine, tinkered a lot with our home network including family wiki, etc. etc. I found ways to use Ruby, C++, and R in my research work and also built my first web app - a trading game to teach students how information is impounded into market prices - running an Apache webserver with mod_perl and Postgres as the db backend, all on the laptop in my office.

Decided academia was not really for me, and joined one of the Global Systematically Important Banks as a quant. I’ve been working for the same bank ever since, in a number of different businesses and, most recently, firmwide risk management functions. Throughout my tenure I have been focused on modelling, designing and implementing a number of trading and analytics applications, both on the desktop as well as web apps, including client-facing tools. Currently, I am working on building a data processing and analytics platform which meets the rigorous standards mandated by the industry’s various regulators. All along, I have had numerous little side projects - learning Python, Scala, Haskell, nix, etc. etc.

In summary, I suppose you could say that I’m a guy who dabbled in a lot of different technologies and programming languages over the years and is a master-of-none, but I would counter that I picked up a lot of useful, broadly-applicable and time-tested knowledge and experience by keeping up an interest in finance as well as software engineering. The title of this blog, Once a quant, always a quant, is meant to convey that, at this point, my interests and personality are unlikely to change - and I like it that way.

Thanks for reading!