EXPERIENCE
Work History
AL RAMZ
SENIOR VICE PRESIDENT
HEAD OF ROBO AND ALGO DESK
January 2023 - Current
Responsible for all internal algos (C#/F#) and robotics (RPA) for quant strategies, for both prop trading and market making. Leading a team of developers and quants, building an entire banking automation framework from scratch. Quant research in equities and options, some on fixed-income securities. Stochastic processes, Boltzmann equations, complex variables, and tensor calculus. Designing courses and lecturing on mathematical methods and quantitative finance for several departments of the bank, including traders, market makers and wealth advisors.
AL RAMZ
VICE PRESIDENT
HEAD OF ROBO AND ALGO DESK
June 2021 - January 2023
Responsible for implementing a global algorithmic infrastructure for several divisions of the bank, ranging from quantitative strategies on the buy side, to automated market-making on the sell side.
BLACKBOX (SHUAA)
SENIOR QUANT RESEARCHER
HEAD OF INFRASTRUCTURE
2019 - 2021
US equity quantitative strategy development, responsible for the automated-trading infrastructure. Modeling by stochastic processes, implemented automated investment framework, back-testing analytics and broker bridging. Technology stack based on C# with more quantitative—focused implementations done in F#.
CREDIT SUISSE
SENIOR QUANT DEVELOPER
2018
Agile development in the data lake project, Luxembourg. C# coding, Oracle DB interfaces, interconnection of quant APIs from the bank, REST functions over ASP.Net Web API. F# for specific type parsing problems and quant matters, Tableau for data analysis.
WESTLANDS SECURITIES
DIRECTOR
2017 - And earlier
Senior responsibilities. Designed mathematical models of the company and turned that into code, beginning from Excel VBA to C# over the years. Models based on stochastic processes governed by Boltzmann equations and other probabilistic approaches used for THE pricing and hedging of financial instruments, risk computations and market-predictive tools.