Tuan N.

I am a quantitative researcher in Finance who owns my own proprietary trading firm. For the last 10 years, I have continously developed, from scratch, a 800 K lines algo trading software in C++ with my team that has been trading 2 Bn USD of equities / year. I graduated from elite graduate schools in France (HEC Paris) and studied as an exchange student in an Ivy League US university (MBA at the University of Michigan, Ross School). After that, I started to trade financial derivatives for investment banks. I have been trading / programming most of my career in the field of complex financial derivatives products pricing, mostly in C++ and more recently in Golang. I am quite used to spotting edge cases which might generate bugs in mission critical softwares, such as automated trading softwares. I have developed a Golang IA-driven software to analyze pictures and text for a startup. My coding style is reputably clean, self-explanatory and highly maintainable. I am new in this freelance game, but my experience is large. Additionally, I have written several R&D quant papers on finance and have a fairly good and reliable opinion when it comes to analyze a model and see whether it might be good fit with reality. I challenged research articles on quantitative finance and, when relevant, tweaked the models to use them in the real-world. My understanding of the financial markets is top-notch. I am coming to this arena because I really love software and coding.