
dave gittins
data team lead
About
I am a general technologist / software developer, former space & defence engineer and recovering astrophysicist. At IMC I work mostly with C++, Java and Python on high-performance trading systems and enjoy working alongside some very smart people.
australia
sydney
financial services
matlab, software development, c++, linux, quantitative analytics, python, bash, trading systems, algorithm design, signal processing, mathematical modeling, software project management, mathematical analysis, futures trading, scrum, genetic algorithms, machine learning, kalman filtering, linux development, statistical modeling, git, subversion, options strategies, line management, excel, confluence, jira
Experience

data team lead
imc - financial markets

project manager and technical consultant
tessella
I worked on some exciting projects, mainly for the space and defence industries. End-to-end involvement from business planning and winning new contracts, management and implementation, through to delivery. Also line manager for three staff. Highlights included helping to design control algorithms for satellites such as GIOVE-A and the Globalstar constallation, and doing analysis of the atmospheric entry and parachute descent of the proposed ExoMars lander mission to Mars.

quantitative developer
liquid capital group
I was part of QTG, a low-latency algorithmic trading group within Liquid Capital. I worked on quant/trader analysis systems and simulation frameworks, production trading C++ code, data and deployment management, monitoring of live trading, and anything else that needed doing.

it developer
imc financial markets & asset management
Software development in C++, Java, Python and anything else required; working with traders to implement improvements and tools. I am really enjoying working with some very smart people in an awesome office which coincidentally has a free bar.
Education
manshead school
university of cambridge
physics
university of cambridge
astrophysics
My thesis involved numerical simulation of interstellar gas clouds in which new stars form. Intensive computation work was carried out based on the Smoothed Particle Hydrodynamics technique, using code primarily written in Fortran. I revealed fundamental problems with some existing models of star formation and opened several new avenues of research. Later I worked on the spiral-arm structure of galaxies and proposed a new method of measuring their rotation speed. My research proposals were selected for substantial time allocations at a supercomputing facility in Leicester (using a SGI Origin 3000 machine). This required modifications to the code for efficient parallel computing performance. I also wrote code to produce a range of custom animations to visualise my simulation results. Activities and Societies: President of Emmanuel MCR (college graduate student society)
dave gittins's Contact Information
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