Hilko Chang

Available to hire

Mathematician, data scientist and quantitative researcher. Experienced in designing and implementing end-to-end systems, including LLM-based applications.

About

Mathematician, data scientist and quantitative researcher. Experienced in designing and implementing end-to-end systems, including LLM-based applications. Bridging research with production-grade software engineering. I translate business challenges into scalable, high-impact solutions.

In my work, I combine rigorous research with practical engineering, leading data science and quantitative research initiatives across trading desks and financial services. Skilled in Python, C++, React, and modern ML frameworks to empower decision-makers with trustworthy analytics.

  • 19 years' experience
  • Joined April 2026

Languages

  • EnglishFluent
  • DutchFluent

Industry experience

  • Financial Services
  • Software & Internet
  • Professional Services

More experts in London, United Kingdom

Work experience· 7 roles

Trading Strategy Quant · Rokos Capital ManagementSep 2024 – Feb 2026 · 1 yr 6 mos

Research and data analysis in Python for systematic trading. Projects include sentiment analysis of news with LangChain/LLMs, developing a sentiment-based trading signal, backtesting a Retail Flow strategy, and building systematic signals such as Carry Scanner, Bond Demand, and Futures Volume monitors with dashboards (React front-end). Modelled the impact of interest rate movements on stock indices using multivariate regression and Gaussian Mixture Models.

Quantitative Researcher · ExodusPointMar 2022 – Aug 2024 · 2 yrs 6 mos

Within a PM pod worked on two global macro systematic strategies (cross-currency swaps and FX spot). The strategies rebalance daily. Managed the team’s research process for signals from idea through backtesting to production deployment. Developed a new relative value signal based on PCA residuals. Performed transaction cost analysis and optimization; researched mathematical methods for portfolio allocation.

Quantitative Modeler · ExodusPointMar 2021 – Mar 2022 · 1 yr 1 mo

Developed quantitative pricing models within the firm’s cross-asset C++ quant library. Implemented pricing for rates and FX products. Integrated these models and the library into Python codebase and Excel add-ins to empower the business. Supported PMs in their use of the quant library and mentored junior team members.

Front Office Quant, FX Options · CitiJun 2014 – Mar 2021 · 6 yrs 10 mos
Quantitative Developer, HPC and Model Integration · INGSep 2011 – May 2014 · 2 yrs 9 mos
Java Application Developer · OracleSep 2010 – Aug 2011 · 1 yr
Teaching Assistant · Leiden University, Mathematical InstituteSep 2006 – Jun 2010 · 3 yrs 10 mos

Education· 5

MSc. Mathematics · Leiden University2007 – 2010
BSc Physics · Leiden University2003 – 2008
BSc Mathematics · Leiden University2003 – 2007
Graduate Student in Mathematics (Education Abroad Program) · University of California Berkeley2008 – 2009

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