Paul Seet

CEO

Chicago, Illinois, United States22 yrs 6 mos experience

Key Highlights

Youngest equity partner at Getco with significant market share.
Architected first liquidity-adding strategies at Jump Trading.
Led profitable automated events-trading desk using NLP.

Stackforce AI infers this person is a Fintech expert specializing in quantitative trading and machine learning.

Contact

some0481@gmail.com LinkedIn

Skills

Core Skills

LeadershipQuantitative ResearchMachine LearningOptionsNatural Language Processing (nlp)

Other Skills

.NET FrameworkArbitrageBERT (Language Model)BloombergC#C++Cloud ComputingData ScienceDerivativesElectronic TradingEquitiesEquity DerivativesEquity TradingExchange ConnectivityFX trading

About

I am an Oxford-educated Physics graduate (1999) who was the youngest equity partner at Getco (2002), where I achieved 10-30% market share in major US ETFs and futures, and coded a generic and highly customizable strategy that was used for >98% of operations. I left to architect the first liquidity-adding strategies at Jump (2011). I built a profitable automated events-trading desk using machine-readable economic releases (2015), boosted tree models to trade crypto (2021) and Indian options (2023). I took over as leader of HAP Trading’s medium frequency Delta One Team (2024), increasing Sharpe considerably (ask for numbers!).

Experience

Hap capital

Head of Delta One Desk

Jun 2024 – Present · 1 yr 9 mos · New York, New York, United States · On-site

Assumed leadership of an 8-person, 6-year-old desk.
Immediately changed the ethos from siloed individual research to a completely open and transparent structure.
Implemented transparent research framework enabling shared alpha discovery and streamlined codebase.
Improved production Sharpe considerably (ask for numbers!).
Strategies traded the most liquid US equity futures and studies suggested they were scalable to nine figues mdp.

PythonC++Machine LearningQuantitative ResearchLeadership

Lighthouse financial technologies

Machine Learning Quant Trader

Mar 2023 – Jun 2024 · 1 yr 3 mos · Chicago, Illinois, United States · On-site

Developed boosted tree models from scratch to trade NSE BANKNIFTY options – highly liquid derivatives, with a relatively illiquid underlying.
Specialized in short-dated premium, mainly single digit DTE and 0DTE.
Designed complete pipeline from raw tick data → feature generation → model training → execution.

Quantitative ResearchMachine LearningOptionsPython (Programming Language)

Winklevoss capital management, llc

Quantitative Trader

Nov 2021 – Jan 2023 · 1 yr 2 mos · New York, New York, United States · Remote

• Applied supervised learning (CatBoost, gradient boosting) on crypto tick-level data to identify short-horizon alphas.

Quantitative ResearchMachine LearningPython (Programming Language)C++

Blackedge capital

Head of Delta One Trading

Jun 2020 – Sep 2021 · 1 yr 3 mos · Chicago, Illinois, United States · On-site

Created alphas and order placement algorithms for delta one products based on book, trade, relative value, and orthogonal genesis features of the deltas.
Several models proved broadly applicable and were later adopted by the firm’s core options trading group.

Quantitative ResearchC++PythonLeadership

Traditum group

Head of Events (News) Desk

Jan 2014 – Jan 2018 · 4 yrs · Chicago, Illinois, United States · On-site

Founded an events trading desk, coupling machine-readable economic data with cutting-edge NLP language models to analyze market sentiment and news.
The automated trading system was especially successful on nuanced and contradictory data releases, leading to outsized winning days on modest size and holding period.
This innovation contributed to the desk's profitability from its inception in 2015 and led to my invitation to join the board of directors.

Quantitative ResearchBERT (Language Model)Natural Language Processing (NLP)PythonLeadershipC#

Jump trading, llc

2 roles

Quantitative Trader

Promoted

Jan 2011 – Jan 2014 · 3 yrs · Chicago, Illinois, United States · On-site

Founded an events trading desk, coupling machine-readable economic data with cutting-edge NLP language models to analyze market sentiment and news.
The automated trading system was especially successful on nuanced and contradictory data releases, leading to outsized winning days on modest size and holding period.
This innovation contributed to the desk's profitability from its inception in 2015 and led to my invitation to join the board of directors.

Quantitative ResearchPythonR (Programming Language)Leadership

Trader

Jan 2001 – Jan 2002 · 1 yr · Greater Chicago Area

Note that during this time, the company was called Akamai Trading LLC.

R (Programming Language)Quantitative Research

Getco llc

Head Trader, Partner (started as night shift trader)

Jan 2002 – Jan 2010 · 8 yrs · Chicago, Illinois, United States · On-site

Top individual trading performance.
Wrote code to customize and further develop the firm’s main trading engine, resulting in every trader in the firm using my generalized market-making model.
Early adopter of mining databases for patterns to improve core trading.
The trading team I led consistently had 10-30% market share of US ETFs, futures, and cash bonds, with commensurate PnL.

Quantitative ResearchC++VBALeadership