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$120 USD / 小时
GERMANY的国旗
hamburg, germany
$120 USD / 小时
目前这里是10:32 上午
四月 11, 2017已加入
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Dr. Gökhan C.

@goekhancebi

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$120 USD / 小时
GERMANY的国旗
hamburg, germany
$120 USD / 小时
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Lead Statistician and Quantitative Developer

I have 15 years of experience as a developer and professional statistician and mathematician in the field of algorithmic trading in financial capital markets. I know best practices in a range of connected fields, from the onboarding of data lakes and the design of the data access layer and data topology, from data transformation and cleaning processes, to robust statistical, mathematical and artificial-intelligence related modelling. I can provide a variety of advice on modelling on either side of non-supervised, supervised or reinforcement based learning algorithms including deep learning architectures and when they are likely to work and when not. I am hands on software developer with a keen eye on design and solid programming principles that minimize code reuse and employ generic design patterns when warranted. I have experience in leading developers in the context of bigger projects that require a range of inter-coupled tasks from data persistence, data pre-processing, asynchronous messaging, socket communication, product design, functional design and model injection.

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经验

Senior Algoritmic Trader

Vattenfall Energy Trading
5月 2020 - 现在
- Solution architecture for complete trading platform - Establishing a quantitative analytics platform for trading and fast idea generation and validation - Streamlining and automating the process for trading algorithm development - PnL responsibilities and team lead

Senior Vice President / Quantiative Analysis and Algorithmic Trading

Credit Suisse (Algorithmic Cash Equity Trading) / London
9月 2017 - 5月 2020 (2 年, 8 个月)
- Leading researcher and designer of trading execution algorithms for Credit-Suisses cash equities client portfolio in the EMEA region - Statistical models - Scoring, and model optimization - Advanced AI Applications and big data analysis - Reporting and monitoring duties and client coverage

Postdoctoral Researcher and Lecturer

Vienna University (Department of Operations Research)
1月 2014 - 9月 2017 (3 年, 8 个月)
- Active research in the field of statistical analysis of financial markets (i.e. market microstructure) and financial trading - Several publications - Active teaching in advanced degrees of business mathematics and statistics

教育

PhD in Statistics, Financial Mathematics (with Distinction)

Humboldt-Universität zu Berlin, Germany 2009 - 2013
(4 年)

Master in Mathematics

Humboldt-Universität zu Berlin, Germany 2003 - 2009
(6 年)

Master in Physics

Humboldt-Universität zu Berlin, Germany 2002 - 2008
(6 年)

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