ALEX HAHN

Résumé

Software · ML · hardware · afh53@cornell.edu

Quantitative trader and engineer with over a decade of experience across systematic equities trading, portfolio construction, and production research infrastructure — spanning a hedge fund, Bridgewater Associates, and Nomura. Cornell University graduate in Mathematics, concentrated in Mathematical Physics.

§ 01 — Experience

Quantitative Trader / Portfolio Manager — Quantitative hedge fund (US equities statistical arbitrage)

April 2019 – Present

  • Alpha research and signal development across fundamental, sentiment, microstructure, market-data, and cross-asset themes.
  • Portfolio construction via constrained optimization.
  • Ownership of trading and execution, including final sign-off on all order baskets and research into broker/algo allocation.

Investment Engineer & Production Integration Engineer — Bridgewater Associates

December 2016 – March 2019

  • Systemized volume, open interest, and Greek estimates for Brazilian options/futures contracts into Bridgewater's data and backtesting platform, overhauling a manual Excel/Bloomberg process and porting the logic to the firm's Scala production platform.
  • Led a team of six engineers supporting the Research Department's use of Bridgewater's backtesting/signal-generation platform (Lightspeed) and diagnostic tooling (Fusion), plus production operations support.
  • Extended the Investment Engineer/Associate user-facing API as needed for researchers' use cases.

Technology Analyst — Nomura

August 2014 – November 2016

  • Helped systemize Nomura's Equity Linked Bond business — implemented straight-through processing of notes from issuance to expiration/redemption, including pricing/valuation, coupon analysis, and risk analysis/hedging — supporting growth to 24 large-notional notes across 1–10 year tenors.
  • Supported Nomura's securities reference database (security master), rationalizing and maintaining consistency across numerous security identifiers.

§ 02 — Education

Cornell University — Bachelor's — Mathematics, concentration in Mathematical Physics September 2010 – May 2014

§ 03 — Skills

RHaskellPythonBash/Shell scriptingSQL / kdbScalaOCamlLinuxGitTmuxAWS (S3, EC2, Batch, CloudWatch)MOSEKDockerEmacsVimNixIntelliJStatistical modelingPortfolio construction (constrained optimization)Quantitative trading & executionData processing & forecastingScientific computing (linear & non-linear numerical methods)