After his PhD in Physics Tom worked as a co-founder of the micro chip design company pSemi. He then followed a call from Oxford University for a senior research fellow position for computational modelling of nano-materials. Subsequently, Tom worked as a principle engineer for Rolls-Royce Plc (UK) managing the development of novel fuel-saving power generators for the A380 engines and being the technical leader of acquisitions of $50m+. At Memjet Australia, the world leader in high-speed printing, Tom developed numerical models for transistor development and silicon chip processing.
During that time he got interested in algorithmic trading as a hobby and ran a very successful blog (drtomstarke.com). Based on that he was asked to developed automated systems and quantitative finance models for various hedge funds and trading firms such as Valor Private Wealth and Comlife. Subsequently, Tom joined Vivienne Court Trading to develop low-latency statistical arbitrage models and options trading models for the Chinese market.
Tom is an experienced public speaker with appearances at various FIX conferences in Sydney and Singapore as well as Quantcon and many others. He has published 20+ scientific papers with hundreds of citations and 3 patents.
Michelle worked with Tom as a Quant at Vivienne Court Trading, where she researched trading strategies in the global financial markets. This involved building predictive mathematical models based on factor portfolios, spreads and derivatives. She is a fan of shared learning and enjoys networking and presenting at Cybertraders Sydney MeetUp and Quantopian workshops.
Michelle graduated with a Bachelor of Commerce (Liberal Studies) from the University of Sydney, with double majors in Quantitative Analytics and Finance. During her studies, she interned on the largest trading floor in the Southern Hemisphere at UBS, where she built relative value tools for derivatives. She has also worked at notable asset management firms.
Mary has experience in both the finance and tech sector. She traded Bond Futures at Propex, Australia’s leading proprietary trading firm before becoming a data scientist specialising in kdb. She has also spoken at CyberTraders MeetUp on technical analysis in trading.
Mary graduated from the University of Sydney with a Bachelor of Commerce (Liberal Studies). She achieved a Distinction average in her double majors in Quantitative Analytics and Finance. She also interned at UBS in Fx, Rates and Credit Sales and Trading, where she developed relative value tools and visualisation dashboards. She has also worked in the Advanced Analytics division at Citibank and notable asset management firms.
Sudipta brings over 17 years of scientific computing, maths, stats, data science and machine learning, image and signal processing, and software engineering skills. He has worked at various startups, research and software organisations, and financial institutes including Geoscience Australia, Seagate Technologies and Macquarie Bank.
Mimi is an experienced Architect with over 18 years across Banking, Retail, Wealth, & Institutional Banking and Insurance domains. Her domain expertise includes real-time integration including BPM, group customer master, financial payments hub, security management and front-end channels. She enjoys building business cases for delivery, driving out new organisational strategy, creating architecture frameworks that supports and drives processes, and build IT assets focusing on business solutions.