
William Tilson
Quantitative Developer
Where trading strategy meets production-grade code
Quantitative developer with eight years building the systems behind trading and quantitative research at hedge funds and a bank in London. Bridges quants and engineering — turning models and strategies into fast, robust production code, building backtesting and execution infrastructure, and handling the data pipelines that feed it all. Built a backtesting engine that cut strategy research turnaround from days to minutes for the quant team. Works in C++ and Python on low-latency systems, market and time-series data, risk and pricing libraries, and the performance optimisation trading demands. Strong on both the mathematics and the software engineering, and meticulous about correctness where bugs cost real money. Calm under live-trading pressure. Looking for a quant-developer role with a fund, bank or trading firm doing serious systematic work.
London Systematic Capital - London, UK
Quantitative Developer
Built a backtesting engine that cut the strategy research turnaround from days down to minutes.
Build and maintain all the execution infrastructure and the low-latency systems in C++ and Python.
Develop the data pipelines feeding the market, the reference and the time-series data to research.
Maintain the pricing and risk libraries with rigorous testing where a bug costs real money.
Optimise the performance and support all of the trading systems calmly under real live-trading conditions.
City Investment Bank - London, UK
Quant Developer / Software Engineer
Developed the data feeds and the analytics supporting the quant research teams.
Learned the market microstructure, backtesting and low-latency engineering on the job.
Gained CQF and moved to a systematic fund as a quant developer.
City Investment Bank - London, UK
Software Engineer
Learned the C++, Python and high-performance engineering on real production systems.
Built up the engineering depth that quant development is built on.
Then earned the move into a full quant-developer role from there.
University of Cambridge
MEng in Computer Science & Mathematics - Computer Science & Mathematics
CQF Institute
Certificate in Quantitative Finance (CQF) - Quantitative Finance
Days to minutes
Correct where it counts
Low-Latency Execution System
Quant Developer (January 2019 to December 2019)
Market-Data Pipeline
Quant Developer (March 2020 to October 2020)
- C++
- Python
- Backtesting Systems
- Low-Latency Systems
- Market & Time-Series Data
- Pricing & Risk Libraries
- Execution Infrastructure
- Performance Optimisation
- Numerical Methods
- Data Pipelines
Certificate in Quantitative Finance
CQF Institute (December 2016 to Present)
Low-Latency C++ & Systems
CppCon Training (April 2019 to Present)
- Analytical Thinking
- Precision
- Composure
- Problem Solving
- Rigour