Quinton Aguilera

As an Interest Rate Derivative (IRD) Trader trainee at Société Générale, I honed my focus on G10 interest rate markets and developed my understanding of market making dynamics as they relate to interest rate derivatives, such as swaps and futures. Now, I am looking to apply these skills and leverage my existing experience and education in data science to excel in a more quantitative and/or algorithmic trading environment.

My background is in modelling and outside of work I continue to perform academic research as a data scientist in non-financial fields to stay sharp on modelling and analysis techniques, and for inspiration when working on financial models.

I follow international markets daily, naturally with a focus on G10 interest rates, and use python, JavaScript, SQL and R to perform my analysis. 

IRD Trader - Trainee, Société Générale London

• Closely followed G10 interest rate markets (primarily Fed, ECB, BoE & BoC). This includes writing a summary of overnight market events in Asia and a preview of scheduled central bank speeches
  and economic data releases each morning as well as ad hoc requests, for example after a policy rate announcement.
• Used Python & JavaScript to develop real-time monitoring tools for interest rate swap strategies. One example is improving a strategy monitor (tracking forward curves and forward flys) to update every 5 seconds where previously it updated once daily.
• Created tools included new summary statistics to reflect movements in relation to historical carry and relative value, helping senior traders make quicker and more informed decisions in a front-office environment.

UCL, MSc Spatial Analytics & Big Data Mining - London

• Dissertation Title: On the prediction of landslide occurrences and sizes via Hierarchical Neural Networks, published in Stochastic Environmental Research and Risk Assessment of Springer Nature (Distinction).
• Modules Include: Machine Learning for Data Science, Geospatial Programming, Spatial Databases and Data Management, Spatio-Temporal Analytics (I & II).

University of St. Andrews, BSc Geography - St. Andrews

• Dissertation Title: Geospatial Modelling: Spatial Determinants of House Price in Glasgow (1st Class).
• Modules Include: Quantitative Methods, Advanced Quantitative Methods, GIS.