Summary
Alex Ginzburg is a Senior Quantitative Developer and Researcher with 14 years of experience building production-grade research, trading, and risk systems for macro and volatility-focused teams at Millennium and prior firms. He combines deep quantitative modeling (stochastic volatility, VAR, VAR attribution) with hands-on engineering—designing backends, REST APIs, and automated execution platforms built on Python, PostgreSQL, and Linux. Alex has led teams of quants and developers to deliver calculation-heavy systems (VaR engines, stress testing, performance analytics) and practical data infrastructure for large datasets, including distributed computing and streaming replication. His background spans both front-office trading and middle-office risk control at JPMorgan, giving him a rare end-to-end perspective on model validation, data flow, and operational resilience. Based in West Palm Beach, he is hiring for quant developer roles at Millennium and brings a track record of turning sophisticated research into robust, auditable production tools. An understated strength is his history of negotiating broker/data agreements and operationalizing complex trading workflows alongside building the code.
14 years of coding experience
9 years of employment as a software developer
BBA, Finance, BBA, Finance at Baruch College
Masters in Financial Engineering, Masters in Financial Engineering at City University of New York-Baruch College
Russian