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I am Sean Simms, a founding Chief AI Architect and Quantitative Researcher with over a decade of experience in systematic trading and applied AI. I’ve built and led teams to develop production-grade machine learning platforms, including multi-modal research engines and governance-ready deployments. My work blends rigorous research with practical engineering, turning ideas into scalable solutions that drive measurable impact. I specialize in turning research into robust AI systems, using technologies like FastAPI, Kubernetes, and PyTorch to deliver deterministic reproducibility and secure deployments. I’m passionate about solving hard problems at the intersection of finance and AI, and I enjoy collaborating across disciplines to push the boundaries of what’s possible.…I am Sean Simms, a founding Chief AI Architect and Quantitative Researcher with over a decade of experience in systematic trading and applied AI. I’ve built and led teams to develop production-grade machine learning platforms, including multi-modal research engines and governance-ready deployments. My work blends rigorous research with practical engineering, turning ideas into scalable solutions that drive measurable impact. I specialize in turning research into robust AI systems, using technologies like FastAPI, Kubernetes, and PyTorch to deliver deterministic reproducibility and secure deployments. I’m passionate about solving hard problems at the intersection of finance and AI, and I enjoy collaborating across disciplines to push the boundaries of what’s possible.

Sean Simms

Data Scientist, AI Engineer, AI Developer, +5

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I am Sean Simms, a founding Chief AI Architect and Quantitative Researcher with over a decade of experience in systematic trading and applied AI. I’ve built and led teams to develop production-grade machine learning platforms, including multi-modal research engines and governance-ready deployments. My work blends rigorous research with practical engineering, turning ideas into scalable solutions that drive measurable impact. I specialize in turning research into robust AI systems, using technologies like FastAPI, Kubernetes, and PyTorch to deliver deterministic reproducibility and secure deployments. I’m passionate about solving hard problems at the intersection of finance and AI, and I enjoy collaborating across disciplines to push the boundaries of what’s possible.…I am Sean Simms, a founding Chief AI Architect and Quantitative Researcher with over a decade of experience in systematic trading and applied AI. I’ve built and led teams to develop production-grade machine learning platforms, including multi-modal research engines and governance-ready deployments. My work blends rigorous research with practical engineering, turning ideas into scalable solutions that drive measurable impact. I specialize in turning research into robust AI systems, using technologies like FastAPI, Kubernetes, and PyTorch to deliver deterministic reproducibility and secure deployments. I’m passionate about solving hard problems at the intersection of finance and AI, and I enjoy collaborating across disciplines to push the boundaries of what’s possible.

Available to hire

I am Sean Simms, a founding Chief AI Architect and Quantitative Researcher with over a decade of experience in systematic trading and applied AI. I’ve built and led teams to develop production-grade machine learning platforms, including multi-modal research engines and governance-ready deployments. My work blends rigorous research with practical engineering, turning ideas into scalable solutions that drive measurable impact.

I specialize in turning research into robust AI systems, using technologies like FastAPI, Kubernetes, and PyTorch to deliver deterministic reproducibility and secure deployments. I’m passionate about solving hard problems at the intersection of finance and AI, and I enjoy collaborating across disciplines to push the boundaries of what’s possible.

Skills

Experience Level

Expert

Expert

Expert

Expert

Expert

Expert

Expert

Expert

Expert

Language

English

Fluent

Work Experience

Founding Chief AI Architect at Harmonic QR Remote

March 1, 2025 - November 12, 2025

Built the Mathematical Research Engine: multi-modal math reasoning (text/LaTeX/AST/diagrams/ formal proofs); formal proof-checking; deterministic reproducibility; parameter-efficient specialization; governed updates; signed audit artifacts; zero-egress/VPC deployments with mTLS/RBAC. Shipped MGP as a governed CV platform: detection/measurement → context fusion → constraint engine (geometry/topology/tolerances) → calibrated uncertainty & selective abstention; CI gates; bounded-latency SLOs for production fit. Launched reliability program: internal fault-injection harness, mitigation policies, run-time guards; telemetry and incident run books tied to model cards and data contracts.

Quantitative Researcher/Developer at Quantum Signal Trading (Remote)

June 1, 2025 - June 1, 2025

Led advanced trading system R&D: event-driven backtesting to refine North American equities strategies; rigorous validation with realistic frictions. Applied ML variants (HMM/RL) and probabilistic models to enhance signal generation and portfolio stability under live constraints. Engineered a high-performance EMS with adaptive VWAP/TWAP and proprietary routing to minimize market impact; conducted in-depth statistical analysis to optimize trading strategies, resulting in measurable portfolio improvements.

Quantitative Developer/Researcher & Consultant at Self-Employed / Freelance

January 1, 2023 - November 12, 2025

Sales & Trading coaching — non-linear IRD derivatives: custom curricula and desk enablement across the trade lifecycle (inception → confirmations → settlement). Adaptive crypto market-making: built a high-performance MM system combining HMMs, Hawkes processes, and RL; simulations show high Sharpe/low drawdown with latency and TAC optimization.

Senior Quantitative Trader at FMI Technologies

January 1, 2025 - January 1, 2025

Minimal-impact execution (VWAP/TWAP/hybrids) with real-time adaptation; probabilistic slippage estimation from order-book dynamics. Built ML-driven alpha and risk management using HMM/RL variants; rigorous validation with realistic frictions.

Strategist / Portfolio Model Architect at Private Family Office

January 1, 2023 - January 1, 2023

Statistical-arch models and regime detectors; improved timing and portfolio resilience.

Quantitative Trader at 7 Cheetahs, Kelowna, BC

February 1, 2022 - February 1, 2022

Futures research / backtests; uplift in risk-adjusted outcomes.

General Surgery Resident (PGY-1) at Northwestern University – Affiliate Program

July 1, 2021 - July 1, 2021

Completed PGY-1 rotations; training in general surgery; clinical duties and patient care.

Founding Chief AI Architect at Harmonic Q Remote

March 1, 2025 - November 12, 2025

Led the design and deployment of advanced AI platforms, including the Mathematical Research Engine with multi-modal reasoning, deterministic proofs, and secured deployments. Implemented governance artefacts, risk controls, and production-grade ML pipelines; integrated ML models with TLS/RA-backed endpoints and scalable production flows.

Quantitative Researcher/Developer at Quantum Signal Trading

June 1, 2025 - June 1, 2025

Led event-driven backtesting and R&D to refine North American equities strategies; performed rigorous validation under realistic frictions; developed ML-based signal generation and portfolio-robust execution strategies.

Freelance Quantitative Developer/Researcher & Consultant at Remote

January 1, 2023 - November 12, 2025

Delivered customized quantitative research and development solutions; built ML pipelines and backtests for clients; designed robust research-to-production workflows and data contracts.

Quantitative Consultant at Private Family Office

January 1, 2023 - January 1, 2023

Developed stat-arb models and regime detectors; improved timing and portfolio resilience through systematic trading research and risk controls.