Over Mark
During my professional career of over 10 years and an educational background in Econometrics, I have gained experience in various fields with a focus mainly on Data Science, Data Engineering, Quantitative Trading, and Data Management.
Through my experience as an entrepreneur and freelancer, I have developed excellent communication and presentation skills, a strong sense of independence, and the ability to lead, mentor, and collaborate effectively with others. And by working in demanding environments at multiple trading firms, I have developed excellent time management skills and the ability to work under pressure.
Nederlands
Tweetalig / moedertaal
Engels
Vloeiend
Kan op locatie werken
Amsterdam (tot 50km), Rotterdam (tot 50km), Utrecht (tot 50km)
Werkervaring
- ABN Amro Bank- Data Cleansing & RemediationSenior Data Engineer (Freelancer)BANKEN & VERZEKERINGENseptember 2023 - september 2025 (2 jaren)Amsterdam, NederlandCreated ETL pipelines to extract data from numerous sources within the bank and store in structured format within a DataVault solution using Azure Databricks and Azure Data Factory.Responsible for enhancing billions of transactions records for all clients used in Credit Risk model redevelopment and IFRS9 reporting every quarter.Contributed to the largest data migration within the bank to improve the creditproposal process and to capture high quality data on collateral management.Created automated data flows to and from consumers to enhance and enrich data attributes used for Credit Risk model redevelopment.Implemented automated data quality reports to run daily on incremental databefore processing in ETL pipelines.
- Bunker Crypto TradingHead of Trading (Co-Founder)HIGHTECHmaart 2022 - september 2023 (1 jaar en 6 maanden)Utrecht, NederlandManages the full Azure stack such as: Kubernetes, Log-analytics, Load-Balancer, Storage accounts, Databricks, Container registry, NAT Gateway, Key Vaults and Managed Identities.Built complete automated CI/CD pipeline in Azure Devops with Docker to deploy and continuously update trading strategies on a Kubernetes server in Azure without downtime.Developed a fully automated market making software in Rust on Bitvavo, Binance and Bybit for spot and futures and automatically deployed on AWS bare metals.Built a FPGA solution to retrieve and parse market data on ultra-low latencydeployed in AWS.Developed a new scalable pair trading strategy that targets an annual unleveraged return of 30% using statistical/econometric models.Using PySpark in Azure Databricks to process and store 100 billion records daily.Train random forest models on multiple terrabytes of orderbook data to predict certain events.Designed a backtesting framework in Databricks that greatly speeds up the research of new strategies and reduces the time to bring them in production.Developed a new momentum strategy using a Neural Network to process real-time news messages.
- Webb TradersSenior Quantitative TraderHIGHTECHfebruari 2020 - februari 2022 (2 jaren)Amsterdam, NederlandMaking markets in all European index options and single stock options.Operating and monitoring automated trading strategies.Responsible for the daily PNL and overall monitoring of risk exposures.Utilizing a variety of econometric/statistical models and machine learning models to develop new trading strategies or to enhance existing ones.Research, analyse and backtest the new trading ideas on both stock and indexfutures using tick data and in-house cloud computing backtest software (Google Cloud Platform) in Python using Spark distributed computing.Implementing non-latency dependent trading strategies in production environment in Python.Liaising with developers to convert the latency dependent strategy developed in Python backtest to C++ production code.Liaising with risk and compliance to ensure our automated strategies trade within Webb Trader's risk profile and comply with all rules and regulations regarding automated trading.Developed and generate daily automated trade reports to improve and analyse the performance of the strategies based on the trades.
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Opleidingen
- MScErasmus University Rotterdam2018MSc
- BScErasmus University Rotterdam2016BSc