Dr Tom Starke
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.
In his spare time he organises a meetup group on algorithmic trading (Cybertraders Sydney) and runs algorithmic trading workshops for Quantopian.
Andrew Barracosa
Andrew Barracosa has been trading financial markets with a number of prop firms for over 9 years across a variety of asset classes including futures, equities, and forex across global exchanges.
He holds a Bachelor of Mathematics/Finance and a Masters of Applied Finance (Investing). Throughout his trading career he has traded interest rate futures products in depth, and has built a number of automated trading systems with focus on backtesting, market micro-structure, execution systems, financial time series analysis, and post trade analysis.
Yigit Pamuk
After finishing his financial engineering degree, Yigit worked for KPMG, focusing on building algorithms to optimize financial and auditing models. This proficiency provided an ideal background for trading. He joined Genesis Trading algorithmic trading team, where he was a key associate building the quantitative trading infrastructure from scratch.
At AAAQuants, he is leading the development of quantitative systems vital in the daily running of our trading systems. These systems can range from our backtesting engine, risk monitoring infrastructure, C++ HFT trading systems, and low-frequency trading applications.
He has numerous years of hands-on experience with python, C#, and C++, and he is specialized in quantitative development for FIX, OpenQuant,IRESS and IB in addition to propriety HFT frameworks.
Dr Sudipta Basak
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 Chattopadhyay
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.
Dana Fischer
Dana has over ten years experience in Marketing & Sales, prominently in the medical device industry. In her last role as Territory Manager at Abbott, Dana oversaw sales and marketing of complex cardiac devices, such as pacemakers and defibrillators, while also providing medical and technical assistance to the cardiologists and clinics in her clientele. Through her affinity for complex technical devices and interest in the financial market, particularly stock trading, Dana has gained intimate personal experience in the financial sector.
Dana earned a Bachelor’s degree in Business Administration and her Master’s degree in Industrial Sales & Innovation Management from HTW in Berlin, Germany. Post-graduation, Dana worked for several medical device companies in international markets, performing diverse roles. These have included business development and event management for cardiac workshops and meetings, market analysis and training of hospital staff.
Michelle Lin
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 Lin
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.