Justin is a proficient Quantitative Trader with a rich history in the finance sector, particularly in trading and investments. His expertise in applying mathematics, statistics, and machine learning to trading is commendable. Fluent in programming languages such as Python, C++, and R, Justin stands out in the domain of quantitative trading.
Prior to joining SCRYPT, he took the lead in developing trading infrastructure and strategies. Justin led a team in the development of trading infrastructure & strategies, and successfully managed a portfolio of systematic trading strategies for cryptocurrencies. He has over 10 years of experience in quantitative research, HF trading and market making on traditional and digital assets A former Delta One Quantitative Researcher at Credit Suisse NY, he assisted in developing quantitative models for hedging ETFs and block trading.
Justin previously worked on the Equity research desk at Nomura, where he produced research materials on Asia ex-Japan companies for institutional investors and has also been a Quantitative Trader at DataSpartan Technologies. He holds a Master's in Financial Mathematics and Bachelor's in Actuarial Science from London School of Economics and is an Algorithmic Trading Researcher at University College London.