About

Engineer working across low-latency C++, Rust systems, quantitative finance, and AI/ML. 21 years of experience. École Polytechnique (X1999), University of Tokyo (Scientific Computing, 2004), DASCA Certified Principal Data Scientist.

Previously: APAC Head of Equity Derivatives Quant Strategies at HSBC; Senior / Head Quant at Shinhan Investment Corp. and KB Securities; Senior Acceleration Architect at Maxeler Technologies (FPGA-accelerated Monte Carlo for a tier-one bank platform); Senior Developer on a multi-exchange DMA/HFT options engine at Webb Traders; earlier roles at Standard Chartered, Daiwa Capital Markets, Dexia Credit Local, JP Morgan Chase, Numerix Japan. Currently Lead Engineer at Anzaetek Inc. in Seoul.

Most of what I ship these days is either closed-source fintech work at Anzaetek (Sqetch platform, time_series_base, finance_lab, omega-functions, portfolio optimisation) or the public personal projects below. Blog posts here describe each with a "what I'd claim / what I wouldn't claim" discipline — the code is the source of truth.

Public projects (all WIP-honest):

Blog: see the post list — recent entries cover all the projects above, plus 2020-2025 retrospective posts on earlier private work (Atlas on AWS Braket, Aegis event log, Sensor-Stream-Pipe contributions, QuetzalcoatlProto quantum R&D, Sibelius pricing library, Thetis v1).

Publication: Some usages of functional programming for FO and quants, CUFP 2014.

Links:

Contact: renoir42@renoir42.com