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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.…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.

Hilko Chang

Data Scientist, AI Engineer, Full Stack Developer, +4

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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.…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.

Available to hire

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.

Skills

Experience Level

Expert

Expert

Expert

Expert

Expert

Expert

Expert

Expert

Expert

Expert

Expert

Expert

Expert

Language

English

Fluent

Dutch

Fluent

Work Experience

Trading Strategy Quant at Rokos Capital Management

September 1, 2024 - February 28, 2026

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 at ExodusPoint

March 1, 2022 - August 31, 2024

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 at ExodusPoint

March 1, 2021 - March 31, 2022

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 at Citi

June 1, 2014 - March 31, 2021

On the FX Options trading desk, responsible for analytics for pricing and risk management of structured products and the correlation business. Built a C++ quant library, Excel add-ins, Python scripts and React/Python web apps. Delivered intraday risk reports with full greeks breakdown and PnL risk factor decomposition; produced pricing sheets for exotic options including multi-currency trades and barriers.

Quantitative Developer, HPC and Model Integration at ING

September 1, 2011 - May 31, 2014

Developed ING’s in-house pricing and risk engine for CVA calculations using C++ and CUDA with GPU parallelization. Completed graduate program with advanced courses in financial markets.

Java Application Developer at Oracle

September 1, 2010 - August 31, 2011

Developed an enterprise Java application for health insurance companies. Gained experience in object-oriented design, test-driven development, and agile Scrum practices.

Teaching Assistant at Leiden University, Mathematical Institute

September 1, 2006 - June 30, 2010

Taught courses in Algebra, Topology, Real Analysis, and Coding Theory. Graded homework and exams; helped organize the Dutch Mathematical Congress 2007.