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Joshua Ulrich

Quantitative programmer with significant and recent experience in R, C/C++, C#, and Java. Loves *nix and the command line. Proficient at root-cause analysis on complex, distributed systems. Strictly evidence-based when troubleshooting: evaluate how available information might suggest behavior, then validate or disprove. Believes software engineering is about communication.

Quantitative analyst with experience finding relationships in data, and (more importantly) working to uncover the data generating process behind those relationships. Always looks for second-order effects of relationships in data. Able to synthesize complex relationships into a coherent story for non-technical audience, with an emphasis on business impact.

Interested in market microstructure, order management and execution, asset allocation/optimization, algorithmic trading systems, interest rate models, and high-performance computing.

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