Machine learning based optimization of Youtube advertising and ad campaign performance tracking.

High-fidelity C++ simulator for Eurex, CME, XNSE, BVMF, Binance, and Huobi.Rule-based (<<100 ns wire-to-wire latency) futures market making.

Market making of equity index and fixed income futures based on reinforcement learning (Q-lambda with neural network function approximator, target network, and potential-based reward shaping) based trading algorithms.

Partially shared cryptographic digital ledger to transform back-office processes in the financial industry and financial markets.

Market making of European cash equities on dark pools.

Teach class "Molecular Fluid Mechanics".

Teaching:Teaching class "Compressible Fluid Mechanics"Numerical research:Molecular Dynamics (MD) simulations of shock waves propagating through dense Argon and Nitrogen. Subsequent data analysis to determine profiles of macroscopic properties (density, velocity, temperature) across shock front, shock thickness, moments of the velocity distribution function, velocity correlation function, radial distribution function, and distribution of molecular orientations.Experimental research:Laser diagnostic measurements in supersonic, chemically reacting flows.Design of scientific payload to be flown on ESA's EXPERT mission (European eXPErimental Reentry Testbed) to study shock wave boundary layer interactions.

Quantitative studies of European and US markets (and subsequent adaptation into trading strategies) regarding market microstructure, limit order book dynamics, venue idiosyncrasies, lead-lag relationships, correlation term structure, latency analysis, ...

Senior quant in European proprietary high-frequency trading group. Pan-european index arbitrage and futures & cash equity market making.

Development (research, implementation, backtesting) of low-latency, liquidity-taking trading strategies for European equities. The strategies per se and signals (mostly microstructure-based) are not particularly noteworthy, but I found an elegant way to take into account the differences across the universe (spreads, tick size, ...) without overfitting by optimising models on a stock by stock basis.

Application of Data Envelopment Analysis to performance benchmarking of financial institutions.

Development on laser diagnostic techniques in GALCIT's T5 hypervelocity shock tunnel.

Defending the fatherland from behind a desk.