James Casbon

Summary

Technologist with over 15 years in data processing and analysis and 8 years in proprietary trading. Expert python programmer with experience in the python quant stack and hybrid python/C++ systems. As team founder at a trading firm, involved in the whole trading cycle from alpha research to execution engine development and post trade analysis. Many years experience scaling numerical analysis over compute clusters including cloud.

Experience

Technical Lead and Team Founder, Tower Research Capital, 2014-Present

• Developed all aspects of a high frequency trading strategy.
• Designed and implemented quant library in python with C++ code generation
• High frequency engine development in C++
• Scaled quant code over compute clusters using Dask and GCP
• Hired developers
• Trained quants and reviewed and profiled quant code
• Designed and maintained continuous integration and code generation system
• Analyzed market data and timing points (including Eurex and CME)
• Latency analysis and optimisation including tick to trade
• Ported existing strategy to FPGA
• Post trade analysis
• Infrastructure management and deployment with Ansible
• Created trade monitoring and control systems

Quant Developer, Getco, 2012-2014

• Worked in European equities team developing trading strategies
• Maintained and updated quant library including a python 2.5 to 2.7 migration
• Implemented strategy testing framework for all European high frequency teams and discussed with FCA
• Training quants in python and introduced Jupyter notebooks

Head of Bioinformatics, Population Genetics Technologies, 2008-2012

• Personaly design of a novel PCR based workflow for parallel sequencing of a gene in large number of samples
• Statistical modeling of custom DNA sequencing workflow
• Analysis of sequence data from 454 and Illumina
• Large scale primer design with highly custom requirements
• Managed compute systems on AWS
• Authored patents and papers including highly cited technique for counting source molecules before PCR

Developer, Point Nine Financial Technologies, 2007-2008

• Credit derivatives modeling and risk analysis
• Maintenance of SAAS servers including AWS

Non Executive Director, Open Knowledge Foundation, 2009-2015

• Chaired infrastructure group that provided cloud hosting for open data projects using AWS

Technical Skills

Programming Languages

• Python
• C++
• R
• Javascript
• SQL
• bash

Tools and frameworks

• Quant stack: pandas, numpy, dask, matplotlib, seaborn, jupyter
• Tensorflow, Coach (RL framework)
• Web: Flask, Django, Tornado, Bottle, Tornado, Twisted, D3, Coffeescript
• Postgres, Vertica, SQL server, sqlite, SQLAlchemy
• AWS, GCP, condor, Sun Grid Engine

Education

• PhD Biochemistry, University of London, 2005

• MsC Evolutionary and Adaptive Systems, University of Sussex, 2001

• BA Mathematics, University of Cambridge 2000