Aug 2013 – May 2025 · 11 yrs 9 mos · Amsterdam en omgeving, Nederland · On-site

• 2022: Leading data engineering focussed part of a larger, cross-office transatlantic options tech team (~20 indirect reports)
• 2019: Options Research Data & Trading Core team lead (~13 direct reports)
• 2018: Options Research Data team lead
• 2017: US options team lead for fundamental architecture, data and analysis
• 2017: Senior tech-lead for liquidity providing activities on treasury and currency derivatives
• 2016: Fixed income derivatives
• 2015: Brazil algorithm squad
• 2014: Equities algorithm squad
• C++ development of HFT algorithms and theoretical pricing models with a focus on equity derivatives / Brazilian markets / fixed income.
• Nov 2014 - Dec 2014: option trader trainee program for new traders
• Aug 2013 - Jul 2014: Options autotrading systems team
• C++ development of low-latency auto-trading and mass-quoting applications/frameworks

Mar 2010 – Feb 2013 · 2 yrs 11 mos · Amsterdam

• Developed a prototype application to handle very-high-resolution Imaging Mass Spectrometry data. Investigated techniques consisted of continous functional data analysis and functional principle component analysis, machine learning using self organizing maps and support vector machines, and traditional image processing. Later on I also worked on software visualization and examined human reach movement patterns in 3D user interfaces using functional analysis.

Sep 2005 – Dec 2009 · 4 yrs 3 mos · Amsterdam

• Ph.D. candidate in Visualisation and Computer Graphics (computer science). Thesis title: "A Programmable Display-Layer Architecture for Virtual-Reality Applications"
• Worked on a system to improve the visual quality of stereoscopic virtual reality (VR) applications using real-time image and video processing techniques, such as multi-GPU image warping where one GPU renders a scene and the second quickly reprojects this scene based on the current viewpoint, and stereoscopic crosstalk reduction post-filtering. The focus was on obtaining quantitative, objective results instead of the usual subjective results in VR. The work was well-received by the VR community, resulting in first-authored publications in four journals and seven international conferences.

Jan 2007 – Jan 2007 · 0 mo · Amsterdam

• Wrote software to crawl customers' entire websites and decide on automatic best keyword placement to boost Google search rankings. Used C++, Qt and PostgreSQL. Also provided general consultancy on technical aspects of SEO (Search-Engine-Optimization)

Jan 2001 – Jan 2003 · 2 yrs

• Part-time (3 days a week) web development using PHP and MySQL during my Master's studies