Susquehanna is a leading proprietary trading firm specialising in options, equities, and ETFs among other things. My job as a researcher is to develop new mathematical models for trading ideas, measure their performance, and continuously improve them.
Previously I worked as quantitative analyst in Qminers , a high-frequency market making firm operating from the hearth of Prague, Czech Republic. My work involved designing new trading strategies, creating mathematical models of the price movements, and fitting machine learning models to market data. I also was responsible for trading ops: optimising our setups, tuning strategy parameters and live trading supervision.
My PhD thesis introduces a novel statistical method to analyse time series data and spatial-temporal data. During the development of the method I was responsible for the design of the methodology, its implementation in Matlab, and its theoretical and simulation based justifications. This experience helped me to get to know people from all over the world and master my German language skills.
My greatest passion are the mountains. I enjoy hiking, treking, rock-climbing, skiing, mountaineering,. During my years at EPFL I organised, as a committee member of the student organisation Club Montagne, rock climbing events for the students. Besides the mountain sports I enjoy travelling, learning about new cultures, reading about history and psychology, and tasting craft beer and good coffee. I regularly take part in language exchange events.
