Bati Sengul is a quantitative researcher with 11 years' experience applying advanced statistics, Bayesian methods and probabilistic programming to market-facing problems, currently at Hudson River Trading. He holds a PhD in probability from the University of Cambridge and combines deep theoretical training with hands-on quant experience across hedge funds, prop trading and banking. Prior roles include lead ML researcher at a fintech startup and quantitative research positions at Oxford Asset Management and Bank of America Merrill Lynch, reflecting a track record of translating research into production trading signals. Bati is comfortable with neural networks as well as principled probabilistic models, and his background in academic postdoctoral research underpins a rigorous, interpretable approach to model design. Based in England, he brings both research-first thinking and practical deployment experience to high-frequency and systematic trading challenges. An uncommon strength is his fluency across the full research lifecycle—from theoretic model development to algorithmic implementation in live trading environments.
11 years of coding experience
7 years of employment as a software developer
Master's degree, Mathematics, Master's degree, Mathematics at University of Cambridge
Bachelor of Science (BSc), Mathematics, First-class honours, Bachelor of Science (BSc), Mathematics, First-class honours at University of Bath
Contributions:3 releases, 36 pushes, 2 branches in 9 months
Find and Hire Top DevelopersWe’ve analyzed the programming source code of over 60 million software developers on GitHub and scored them by 50,000 skills. Sign-up on Prog,AI to search for software developers.